The evaluation of the order of approximation of~the~matrix method for numerical integration

V. N. Maklakov

Journal of Samara State Technical University, Ser. Physical and Mathematical Sciences, Tome 20 (2016) no. 3, pp. 389-409

Résumé

We present the first message of the cycle from two articles where the rearrangement of the order of approximation of the matrix method of numerical integration depending on the degree in the Taylor’s polynomial expansion of solutions of boundary value problems for systems of ordinary differential equations of the second order with variable coefficients with boundary conditions of the first kind were investigated. The Taylor polynomial of the second degree use at the approximation of derivatives by finite differences leads to the second order of approximation of the traditional method of nets. In the study of boundary value problems for systems of ordinary differential equations of the second order we offer the previously proposed method of numerical integration with the use of matrix calculus where the approximation of derivatives by finite differences was not performed. According to this method a certain degree of Taylor polynomial can be selected for the construction of the difference equations system. The disparity is calculated and the order of the method of approximation is assessed depending on the chosen degree of Taylor polynomial. It is theoretically shown that for the boundary value problem with boundary conditions of the first kind the order of approximation method increases with the degree of the Taylor polynomial and is equal to this degree only for its even values. For odd values of the degree the order of approximation is less by one. The theoretical conclusions are confirmed by a numerical experiment for boundary value problems with boundary conditions of the first kind.

Détail

Keywords: ordinary differential equations, ordinary differential equation systems, boundary value problems, boundary conditions of the first, second and third kind, order of approximation, numerical methods, Taylor polynomials.