scientific article; zbMATH DE number 1524379

Publication date 1 November 2000

boundary-value problem Cauchy problems numerical-analytical method system of ordinary differential equations variable coefficients

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Review text

Let us consider the system of linear ordinary differential equations \({d\over dx}z(x)=A(x)z(x)+f(x), x\in[0,b]\) with boundary value conditions at \(x=0\) and \(x=b\). Here \(A(x)\) is a matrix with continuous entries \(a_{ij}(x), i,j=1,\dots, n\). This boundary-value problem is reduced to \(n+1\) Cauchy problems \[ \begin{aligned} {d\over dx}z^{(0)}(x) &= A(x)z^{(0)}(x)+f(x), \quad z^{(0)}_{i}(0)=0, \quad i=1,\dots, n;\\ {d\over dx}z^{(k)}(x) &= A(x)z^{(k)}(x), \quad z^{(k)}_{i}(0)=\begin{cases} 1,&i=k,\\0,&i\neq k,\end{cases} \quad i,k=1,\dots, n. \end{aligned} \] A solution of the given boundary value problem is sought in the form \(z(x)=z^{(0)}(x)+\sum\limits_{k=1}^{n}C_{k}z^{(k)}(x)\), and the constants \(C_{k}\) are determined by the boundary value conditions.

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