Optimal approximation of the initial value problem

DOI10.1016/S0898-1221(98)00105-9MaRDI QIDQ1806563zbMATH OpenOpenAlexFDO

Publication date 4 September 2000

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(98)00105-9

initial value problem optimal approximation optimal derivative

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Theoretical approximation of solutions to ordinary differential equations (34A45) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

The author deals with the numerical solving the initial value problem \[ x'(t) = F(x(t)), \quad t\in[0,T]; \qquad x(0)=x_0, \tag{1} \] with \(F:\Omega\to \mathbb{R}^n\), \(\Omega\) being an open subset of \(\mathbb{R}^n\). To construct the approximations desired, the so-called optimal derivative procedure developed in previous works of the authors is used [Appl. Math. Comput. Sci. 5, No. 1, 33-48 (1995; Zbl 0823.34053) and Comput. Math. Appl. 31, No. 8, 69-84 (1996; Zbl 0855.65066)]. The original interval is partitioned into sufficiently many subdivisions. In every subinterval, say, \([t_k, t_{k+1}]\), the right-hand side of equation (1) is `centered' around the approximate value of \(x(t_k)\) by introducing an appropriate change of variable. The resulting nonlinear problem is then replaced by a series of linear initial value problems, each of which is constructed through minimizing a certain functional. In the `limit', the optimal, in the variational sense, approximation to the solution sought for is obtained. A corresponding computational algorithm is described. On the assumption that \(F\) satisfies a one-sided Lipschitz condition, an error estimate is established.

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