Unicidade e discretização para problemas de valor inicial

This paper has two objectives: (i) conducting a literature search on the criteria of uniqueness of solution for initial value problems of ordinary differential equations. (ii) a modification of the method of Euler that seems to be able to converge to a solution of the problem, if the solution is not unique

Hybrid methods for initial value problems in ordinary differential equations /

At head of title: COO-415-1012.

Three-point boundary value problems for second-order, ordinary, differential equations

We establish existence results for solutions to three-point boundary value problems for nonlinear, second-order, ordinary differential equations with nonlinear boundary conditions. (C) 2001 Elsevier Science Ltd. All rights reserved.

Boundary value problems for systems of difference equations associated with systems of second-order ordinary differential equations

We study difference equations which arise as discrete approximations to two-point boundary value problems for systems of second-order ordinary differential equations. We formulate conditions which guarantee a priori bounds on first differences of solutions to the discretized problem. We establish existence results for solutions to the discretized boundary value problems subject to nonlinear boundary conditions. We apply our results to show that solutions to the discrete problem converge to solutions of the continuous problem in an aggregate sense. (C) 2002 Elsevier Science Ltd. All rights reserved.

Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.

An efficient numerical method for highly oscillatory ordinary differential equations /

"Supported in part by the Department of Energy under contract ENERGY/EY-76-S-02-2383, and submitted in partial fulfillment of the requirements of the Graduate College for the degree of doctor of philosophy."

Boundary-Value Problems for almost Nonlinear Singularly Perturbed Systems of Ordinary Differential Equations

A boundary-value problems for almost nonlinear singularly perturbed systems of ordinary differential equations are considered. An asymptotic solution is constructed under some assumption and using boundary functions and generalized inverse matrix and projectors.

Smoothness Properties of Solutions of Caputo-Type Fractional Differential Equations

Mathematics Subject Classification: 26A33, 34A25, 45D05, 45E10

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Asymptotic Expansion of Solution for Almost Regular and Weakly Perturbed Systems of Ordinary Differential Equations

Л. И. Каранджулов, Н. Д. Сиракова - В работата се прилага методът на Поанкаре за решаване на почти регулярни нелинейни гранични задачи при общи гранични условия. Предполага се, че диференциалната система съдържа сингулярна функция по отношение на малкия параметър. При определени условия се доказва асимптотичност на решението на поставената задача.

Periodic or Bounded Solutions of Carathéodory Systems of Ordinary Differential Equations

In this paper we extend the guiding function approach to show that there are periodic or bounded solutions for first order systems of ordinary differential equations of the form x1 =f(t,x), a.e. epsilon[a,b], where f satisfies the Caratheodory conditions. Our results generalize recent ones of Mawhin and Ward.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 1. Methodology for residual generation

For dynamic simulations to be credible, verification of the computer code must be an integral part of the modelling process. This two-part paper describes a novel approach to verification through program testing and debugging. In Part 1, a methodology is presented for detecting and isolating coding errors using back-to-back testing. Residuals are generated by comparing the output of two independent implementations, in response to identical inputs. The key feature of the methodology is that a specially modified observer is created using one of the implementations, so as to impose an error-dependent structure on these residuals. Each error can be associated with a fixed and known subspace, permitting errors to be isolated to specific equations in the code. It is shown that the geometric properties extend to multiple errors in either one of the two implementations. Copyright (C) 2003 John Wiley Sons, Ltd.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 2. Residuals analysis and a case study

In Part 1 of this paper a methodology for back-to-back testing of simulation software was described. Residuals with error-dependent geometric properties were generated. A set of potential coding errors was enumerated, along with a corresponding set of feature matrices, which describe the geometric properties imposed on the residuals by each of the errors. In this part of the paper, an algorithm is developed to isolate the coding errors present by analysing the residuals. A set of errors is isolated when the subspace spanned by their combined feature matrices corresponds to that of the residuals. Individual feature matrices are compared to the residuals and classified as 'definite', 'possible' or 'impossible'. The status of 'possible' errors is resolved using a dynamic subset testing algorithm. To demonstrate and validate the testing methodology presented in Part 1 and the isolation algorithm presented in Part 2, a case study is presented using a model for biological wastewater treatment. Both single and simultaneous errors that are deliberately introduced into the simulation code are correctly detected and isolated. Copyright (C) 2003 John Wiley Sons, Ltd.

A new approach to the initial value problem

5th Portuguese Conference on Automatic Control, September, 5-7, 2002, Aveiro, Portugal

An introduction to ordinary differential equations by computer algebra-systems

We report on an elementary course in ordinary differential equations (odes) for students in engineering sciences. The course is also intended to become a self-study package for odes and is is based on several interactive computer lessons using REDUCE and MATHEMATICA . The aim of the course is not to do Computer Algebra (CA) by example or to use it for doing classroom examples. The aim ist to teach and to learn mathematics by using CA-systems.