A numerical verification method for solutions of initial value problems for ODEs using a linearized inverse operator

نویسندگان

  • Takehiko KINOSHITA
  • Takuma KIMURA
  • Mitsuhiro T. NAKAO
  • Takehiko Kinoshita
  • Mitsuhiro T. Nakao
  • M. T. Nakao
چکیده

We propose a new verification method to enclose solutions for initial value problems of systems of first-order nonlinear ordinary differential equations (ODEs) using a linearized inverse operator. The proposed approach can verify the existence and local uniqueness of the exact solution independent of the choice of the approximation scheme, while the existing methods usually depend on the numerical scheme for the approximate solution. In contrast, most of the well-known verification methods to enclose solutions for nonlinear ODEs work only on the specified approximate solution. Namely, in the existing verification methods the numerical scheme for computing an approximate solution is essentially limited to the Taylor method . Therefore, one of our purposes is to develop a verification method that can obtain guaranteed error bounds independent of the approximation scheme. We will present numerical examples of the proposed verification method that obtain rigorous error bounds of the approximate solutions obtained by the Euler method or the second-order Runge-Kutta method.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

SOLVING SINGULAR ODES IN UNBOUNDED DOMAINS WITH SINC-COLLOCATION METHOD

Spectral approximations for ODEs in unbounded domains have only received limited attention. In many applicable problems, singular initial value problems arise. In solving these problems, most of numerical methods have difficulties and often could not pass the singular point successfully. In this paper, we apply the sinc-collocation method for solving singular initial value problems. The ability...

متن کامل

An efficient method for the numerical solution of Helmholtz type general two point boundary value problems in ODEs

In this article, we propose and analyze a computational method for numerical solution of general two point boundary value problems. Method is tested on problems to ensure the computational eciency. We have compared numerical results with results obtained by other method in literature. We conclude that propose method is computationally ecient and eective.

متن کامل

Nonstandard explicit third-order Runge-Kutta method with positivity property

When one solves differential equations, modeling physical phenomena, it is of great importance to take physical constraints into account. More precisely, numerical schemes have to be designed such that discrete solutions satisfy the same constraints as exact solutions. Based on general theory for positivity, with an explicit third-order Runge-Kutta method (we will refer to it as RK3 method) pos...

متن کامل

A Collocation Method for Initial Value Problems of Second-Order ODEs by Using Laguerre Functions

We propose a collocation method for solving initial value problems of secondorder ODEs by using modified Laguerre functions. This new process provides global numerical solutions. Numerical results demonstrate the efficiency of the proposed algorithm. AMS subject classifications: 65L05, 41A30

متن کامل

Validated Solution of Initial Value Problems for ODEs with Interval Parameters

In initial value problems for ODEs with interval-valued parameters, it is desirable in many applications to be able to determine a validated enclosure of all possible solutions to the ODE system. Much work has been done for the case in which initial values are given by intervals, and there are several available software packages that deal with this case. However, relatively little work has been...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2012