Earlier we developed a stable fast numerical algorithm for solving ordinary differential equations of the first order. The method based on the Chebyshev collocation allows solving both initial value problems and problems with a fixed condition at an arbitrary point of the interval with equal success. The algorithm for solving the boundary value problem practically implements a single-pass analogue of the shooting method traditionally used in such cases. In this paper, we extend the developed algorithm to the class of linear ODEs of the second order. Active use of the method of integrating factors and the d’Alembert method allows us to reduce the method for solving second-order equations to a sequence of solutions of a pair of first-order equations. The general solution of the initial or boundary value problem for an inhomogeneous equation of the second order is represented as a sum of basic solutions with unknown constant coefficients. This approach ensures numerical stability, clarity, and simplicity of the algorithm.
Идентификаторы и классификаторы
The paper studies a method for solving linear ordinary differential equations (ODEs) of the second order using integrating factors [1–3]. The method of integrating factors in combination with the Chebyshev collocation method [4] was previously applied by the authors to solve first-order ODEs (of general form) [5]. Moreover, the Chebyshev collocation method was successfully applied by the authors to solve second-order linear ODEs (LODEs) using both differentiation matrices [6] and integration matrices [7]. K. P. Lovetskiy et al. developed and applied a modified Chebyshev collocation method, which turned out to be not only more reliable, but also significantly more efficient compared to previous versions of the collocation method and other Runge–Kutta-type methods (see [5–9]) or shooting method [10].
Список литературы
1. Tenenbaum, M. & Pollard, H. Ordinary Differential Equations: An Elementary Textbook for Students of Mathematics, Engineering, and the Sciences (Dover, Mineola, New York, 1986).
2. Yeomans, J. M. Complex Numbers and Differential Equations. Lecture Notes for the Oxford Physics course 2014.
3. Binney, J. J. Complex Numbers and Ordinary Differential Equations. Lecture Notes for the Oxford Physics course 2002.
4. Boyd, J. P. Chebyshev and Fourier Spectral Methods 2nd. 665 pp. (Dover, Mineola, New York, 2000).
5. Sevastianov, L. A., Lovetskiy, K. P. & Kulyabov, D. S. Multistage collocation pseudo-spectral method for the solution of the first order linear ODE Russian. in 2022 VIII International Conference on Information Technology and Nanotechnology (ITNT) (2022), 1–6. doi:10.1109/ITNT55410.2022. 9848731.
6. Lovetskiy, K. P., Kulyabov, D. S., Sevastianov, L. A. & Sergeev, S. V. Multi-stage numerical method of collocations for solving second-order ODEs. Russian. Tomsk State University Journal of Control and Computer Science 2023, 45–52. doi:10.17223/19988605/63/6 (2023).
7. Lovetskiy, K. P., Kulyabov, D. S., Sevastianov, L. A. & Sergeev, S. V. Chebyshev collocation method for solving second order ODEs using integration matrices. Discrete and Continuous Models and Applied Computational Science 31, 150–163. doi:10.22363/2658-4670-2023-31-2-150-163 (2023).
8. Lovetskiy, K. P., Sevastianov, L. A., Kulyabov, D. S. & Nikolaev, N. E. Regularized computation of oscillatory integrals with stationary points. Journal of Computational Science 26, 22–27. doi:10. 1016/j.jocs.2018.03.001 (2018).
9. Lovetskiy, K. P., Sevastianov, L. A., Hnatič, M. & Kulyabov, D. S. Numerical Integration of Highly Oscillatory Functions with and without Stationary Points. Mathematics 12, 307. doi:10.3390/ math12020307 (2024).
10. Zill, D. G. & Cullen, M. R. Differential Equations with Boundary-Value Problems. Cengage Learning 2008.
11. Canuto, C., Hussaini, M. Y., Quarteroni, A. & Zang, T. A. Spectral Methods: Fundamentals in Single Domains (Springer Verlag, 2006).
12. Mason, J. C. & Handscomb, D. C. Chebyshev polynomials doi:10.1201/9781420036114 (Chapman and Hall/CRC Press, 2002).
13. Lovetskiy, K. P., Sergeev, S. V., Kulyabov, D. S. & Sevastianov, L. A. Application of the Chebyshev collocation method tosolve boundary value problems of heat conduction. Discrete and Continuous Models and Applied Computational Science 32, 74–85. doi:10.22363/2658-4670-2024-32-1-74-85 (2024).
14. Fornberg, B. A Practical Guide to Pseudospectral Methods (Cambridge University Press, New York, 1996).
15. Amiraslani, A., Corless, R. M. & Gunasingam, M. Differentiation matrices for univariate polynomials. Numerical Algorithms 83, 1–31. doi:10.1007/s11075-019-00668-z (2023).
16. Lebl, J. Notes on Diffy Qs: Differential Equations for Engineers 2024.
17. Trench, W. F. Elementary Differential Equations with Boundary Value Problems 2013.
18. Polyanin, A. D. & V.F. Zaitsev, V. F. Handbook of Ordinary Differential Equations: Exact Solutions, Methods, and Problems (CRC Press, Boca Raton–London, 2018).
19. Schekochihin, A. A. Lectures on ordinary differential equations. Lectures for the Oxford 1st-year undergraduate physics course, paper CP3/4 2018.
20. Tikhonov, A. N., Vasil’eva, A. B. & Sveshnikov, A. G. Differential Equations (Springer, Berlin, 1985).
21. Sevastianov, L. A., Lovetskiy, K. P. & Kulyabov, D. S. A new approach to the formation of systems of linear algebraic equations for solving ordinary differential equations by the collocation method. Russian. Izvestiya of Saratov University. Mathematics. Mechanics. Informatics 23, 36–47. doi:10.18500/1816-9791-2023-23-1-36-47 (2023).
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- Издательство
- РУДН
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- Ястребов Олег Александрович (РЕКТОР)
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