NUMERICAL APPROXIMATION TO ODES USING THE ERROR FUNCTIONAL

作者:Bayon L*; Grau J M; Ruiz M M; Suarez P M
来源:Proceedings of the American Mathematical Society, 2012, 140(12): 4295-4308.
DOI:10.1090/S0002-9939-2012-11340-1

摘要

In this paper we present a new method for solving systems of ordinary nonlinear differential equations with initial conditions. The method is based on the transformation of the problem to an optimal control problem. We then solve it with a technique based on the use of an integral form of the Euler equation combined with the shooting method and the cyclic coordinate descent method. Our method substantially improves a previous approach that uses iterative dynamic programming to solve the associated optimal control problem. We consider the error functional instead of the classical global error, the error functional obtained by our method being lower than that obtained by classical methods. The method presented in this paper allows us to solve a wide range of nth order ordinary nonlinear differential equations with initial conditions.

  • 出版日期2012-12

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