On the numerical solution to loaded systems of ordinary differential equations with non-separated multipoint and integral conditions

K. R. Aida-zade ; V. M. Abdullaev

Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 17 (2014) no. 1, pp. 1-16.

Résumé

We propose a numerical method of solving systems of linear non-autonomous ordinary loaded differential equations with non-separated multipoint and integral conditions. This method is based on the operation of convolution of integral conditions to local conditions. This approach allows reducing the solution to the original problem to solving the Cauchy problem with respect to a system of ordinary differential equations and to linear algebraic equations. Numerous computational experiments on several test problems with application of the formulas and schemes of the numerical solution have been carried out. The results of the experiments have shown a sufficiently high efficiency of the approach described.

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