This article is cited in 3 papers

Differential Equations and Mathematical Physics

The evaluation of the order of approximation of the matrix method for numerical integration of the boundary value problems for systems of linear non-homogeneous ordinary differential equations of the second order with variable coefficients. Message 1. Boundary value problems with boundary conditions of the first kind

V. N. Maklakov

Samara State Technical University, Samara, 443100, Russian Federation

Abstract: 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.

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.

UDC: 517.927:519.624

MSC: 34B99

Original article submitted 15/VII/2016
revision submitted – 27/VIII/2016

DOI: 10.14498/vsgtu1511

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