Least-squares solution of linear differential equations

DOI10.3390/MATH5040048MaRDI QIDQ1649029zbMATH OpenOpenAlexFDO

Authors Daniele Mortari

Publication date 5 July 2018

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1702.08437

zbMATH Keywords

interpolationlinear least squaresembedded linear constraints

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: This study shows how to obtain least-squares solutions to initial and boundary value problems to nonhomogeneous linear differential equations with nonconstant coefficients of any order. However, without loss of generality, the approach has been applied to second order differential equations. The proposed method has two steps. The first step consists of writing a constrained expression, introduced in Ref. cite{Mortari}, that has embedded the differential equation constraints. These expressions are given in term of a new unknown function, $g(t)$, and they satisfy the constraints, no matter what $g(t)$ is. The second step consists of expressing $g(t)$ as a linear combination of $m$ independent known basis functions, $g(t)=mathbf{xi}^{T}mathbfh(t)$. Specifically, Chebyshev orthogonal polynomials of the first kind are adopted for the basis functions. This choice requires rewriting the differential equation and the constraints in term of a new independent variable, $xin[-1,+1]$. The procedure leads to a set of linear equations in terms of the unknown coefficients vector, $mathbfxi,$ that is then computed by least-squares. Numerical examples are provided to quantify the solutions accuracy for initial and boundary values problems as well as for a control-type problem, where the state is defined in one point and the costate in another point.

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Cited in

(24)

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• A least squares solution to linear boundary value problems with impulses
• Physics-informed neural networks for rarefied-gas dynamics: Poiseuille flow in the BGK approximation
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• Solving linear differential equations as a minimum norm least squares problem with error-bounds
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• Méthode de Le Verrier–Souriau et équations différentielles linéaires
• Analysis of Timoshenko-Ehrenfest beam problems using the theory of functional connections
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• Orthogonal least squares solutions for linear operators
• Application of least square method to arbitrary-order problems with separated boundary conditions
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• On quadrature rules for solving partial differential equations using neural networks
• A least squares approach to differentiation
• Theory of functional connections applied to quadratic and nonlinear programming under equality constraints
• Least‐squares method for the Oseen equation
• Physics-informed neural networks and functional interpolation for stiff chemical kinetics
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• Least-squares solutions of boundary-value problems in hybrid systems
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• Analysis of nonlinear Timoshenko-Ehrenfest beam problems with von Kármán nonlinearity using the theory of functional connections

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Uses Software

• Taylor

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