Abstract:
A system of linear ordinary differential equations is examined on an infinite half-interval. This system is supplemented by the boundedness condition for solutions and a nonlocal linear condition specified by the Stieltjes integral. A method for approximating the resulting problem by a problem posed on a finite interval is proposed, and the properties of the latter are investigated. A numerically stable method for solving this problem is examined. This method uses an auxiliary boundary value problem with separated boundary conditions.
Key words:singular system of ordinary differential equations, nonlocal condition, numerical method.