A high accuracy method for solving ODEs with discontinuous right-hand side (Q908664)

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A high accuracy method for solving ODEs with discontinuous right-hand side
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    A high accuracy method for solving ODEs with discontinuous right-hand side (English)
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    1990
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    Ordinary differential equations with discontinuities in the right-hand side in the state variables require a differential inclusion formulation to guarantee the existence of solutions. Using this formulation a high accuracy method for solving initial value problems (which can attain arbitrary order) is developed which ``tracks'' the discontinuities. The method is an ``active set'' approach and determines appropriate active sets of discontinuities from solutions to linear complementarity problems. Convergence results are established under non-degeneracy conditions. The method has been implemented, and the results compare favourably with previously published methods.
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    discontinuous right-hand side
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    differential inclusion
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    high accuracy method
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    active sets of discontinuities
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    linear complementarity problems
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    convergence
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    non-degeneracy conditions
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