The varying piecewise interpolation solution of the Cauchy problem for ordinary differential equations with iterative refinement

G. A. Dzhanunts ; Ya. E. Romm

Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 57 (2017) no. 10, pp. 1641-1660

Résumé

A piecewise interpolation approximation of the solution to the Cauchy problem for ordinary differential equations (ODEs) is constructed on a set of nonoverlapping subintervals that cover the interval on which the solution is sought. On each interval, the function on the right-hand side is approximated by a Newton interpolation polynomial represented by an algebraic polynomial with numerical coefficients. The antiderivative of this polynomial is used to approximate the solution, which is then refined by analogy with the Picard successive approximations. Variations of the degree of the polynomials, the number of intervals in the covering set, and the number of iteration steps provide a relatively high accuracy of solving nonstiff and stiff problems. The resulting approximation is continuous, continuously differentiable, and uniformly converges to the solution as the number of intervals in the covering set increases. The derivative of the solution is also uniformly approximated. The convergence rate and the computational complexity are estimated, and numerical experiments are described. The proposed method is extended for the two-point Cauchy problem with given exact values at the endpoints of the interval.