Numerical-Analytic Methods in the Theory of Boundary-Value Problems

DOI10.1142/3962MaRDI QIDQ4504737zbMATH OpenOpenAlexFDO

Publication date 14 September 2000

Full work available at URL https://doi.org/10.1142/3962

boundary value problems collocation method numerical-analytic methods parameters in boundary conditions periodic boundary value problem problems with impulses solvability successive approximations system of nonlinear ordinary differential equations

Mathematics Subject Classification ID

Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10) Nonlinear boundary value problems for ordinary differential equations (34B15) Boundary value problems with impulses for ordinary differential equations (34B37) Periodic solutions to ordinary differential equations (34C25) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Review text

The monograph is devoted to investigations of the existence and construction of solutions of boundary-value problems for a system of ordinary differential equations \[ x'=f(t,x), \quad x,f\in R^n, \quad t\in[0,T]. \] Boundary conditions taken into account can be represented in the general form : \[ U(x):=(U_1(x),\dots,U_n(x))=0, \] where \(U_i(x):= U_i(x(t),x(t_1),\dots,x(t_p))\) are given functionals. This class of boundary conditions contains among others: periodic conditions (\(U_i(x)=x_i(0)-x_i(T)\)); two point linear boundary conditions (\(U(x)=Ax(0)+Cx(T)-d\), where \(A, C\) are \((n\times n)\) constant matrices and \(d\) is a constant vector); two point nonlinear boundary conditions (\(U_i(x)=U_i(x(0),x(T))\)); \((p+1)\)-point boundary conditions and functional boundary conditions. The authors study both periodic and nonperiodic boundary- value problems from the common point of view. A survey of various methods of investigation of boundary-value problems for system of ordinary differential equation (and, as a special case, for higher order equations \(x^{(n)}=f(t,x,x',..., x^{(n-1)})\)) is presented in the introduction. All methods are divided into the following four groups: analytic, functional-analytic, numerical and numerical-analytic methods. According to the title, the monograph concerns the last group of methods. The numerical-analytic methods are understood and by the authors as ``methods that enable ne to represent the required solution in an analytic form, although some of its parameters or coefficients are determined numerically. This is the class of constructive mathematical methods for the investigation of existence and calculation of an approximate solution of the problem. In the monograph the numerical-analytic method of successive approximation and the collocation method are considered. These methods are applied for the investigation of two-point boundary-value problems with linear as well as nonlinear boundary conditions. Moreover, the authors describe new directions in the development of the numerical-analytic method for nonlinear boundary-value problems in the case of general boundary conditions, problems with parameters of control and impulsive systems. An impressive list of references containing more than 350 positions is included. The numerical-analytic method of periodic successive approximation was first introduced by \textit{A. M. Samoilenko} [Ukr. Mat. Zh. 17, No. 4, 82-93 (1965); ibid. 18, No. 2, 50-59 (1966; Zbl 0158.34002)] as a tool for investigation of T-periodic solutions of nonlinear systems of ordinary differential equations. The history of the method of periodic successive approximations and its relation to other approaches to boundary-value problems are presented in the Appendix. Moreover, a survey of application of this method to other classes of problems is given. This monograph is a continuation and an extension of the previous books of the authors [Numerical analytic methods of investigating periodic solutions (1976; Zbl 0409.65028); Numerical-analytic methods for investigating solutions of boundary value problems (1986; Zbl 0761.34015)].

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