Skip to main content
Log in

On the numerical solution of loaded systems of ordinary differential equations with nonseparated multipoint and integral conditions

  • Published:
Numerical Analysis and Applications Aims and scope Submit manuscript

Abstract

We propose a numerical method of solving systems of loaded linear nonautonomous ordinary differential equations with nonseparated multipoint and integral conditions. This method is based on the convolution of integral conditions to obtain local conditions. This approach allows one to reduce solving the original problem to solving a Cauchy problem for a system of ordinary differential equations and linear algebraic equations. Numerous computational experiments on several test problems with the formulas and schemes proposed for the numerical solution have been carried out. The results of the experiments show that the approach is reasonably efficient.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Tamarkin, Ya.D., On Some General Problems in the Theory of Ordinary Differential Equations and Expansions of Arbitrary Functions in Series, Cand. Sci. Dissertation, Petrograd, 1917.

    Google Scholar 

  2. Kneser, A., Die Integralgleichungen und ihre Anwendung in derMathem., Physik, 1922.

    Google Scholar 

  3. Vallee-Poussin, Ch.J., Sur L’equation Differentielle Lineare du Second Order DeferminationD’une Integrale par deux Valeurx Assignees. Extension aux Eqution D’orde n, J. Math. Pura et Appl., 1929, no. 9, pp. 125–144.

    Google Scholar 

  4. Lichtenstein, L., Vorlesungen über einige Klassen nichtlinearer Integralgleichungen und Integro-Differentialgleichungen nebst Anwendungen, Berlin: Springer, 1931.

    Book  MATH  Google Scholar 

  5. Guenter, N.M., Studia Mathematica, vol. 4, 1932.

  6. Iskenderov, A.D., On a Mixed Problem for Loaded Quasilinear Equations of Hyperbolic Type, Dokl. Akad. Nauk SSSR, 1971, vol. 199, no. 6, pp. 1237–1239.

    Google Scholar 

  7. Nakhushev, A.M., On a Darbu Problem for a Loaded Degenerating Integro-Differential Second-Order Equation, Diff. Urav., 1976, vol. 12, no. 1, pp. 103–108.

    MATH  Google Scholar 

  8. Dikinov, Kh.Zh., Kerefov, A.A., and Nakhushev, A.M., On a Boundary Value Problem for a Loaded Heat Conduction Equation, Diff. Urav., 1976, vol. 12, no. 1, pp. 177–179.

    MATH  Google Scholar 

  9. Borodin, A.V., On an Estimate for Elliptic Equations and Applying it to Loaded Equations, Diff. Urav., 1977, vol. 13, no. 1, pp. 17–22.

    MATH  MathSciNet  Google Scholar 

  10. Nakhushev, A.M., Uravneniya matematicheskoi biologii (Equations of Mathematical Biology), Moscow: Vysshaya Shkola, 1995.

    Google Scholar 

  11. Nakhushev, A.M., Nagruzhennye uravneniya i ikh primeneniya (Loaded Equations and Their Applications), Moscow: Nauka, 2012.

    Google Scholar 

  12. Shkhanukhov-Lafishev, M.Kh., A Locally One-Dimensional Scheme for a Loaded Heat Conduction Equation with Boundary Conditions of the 3rd Kind, Zh. Vych. Mat. Mat. Fiz., 2009, vol. 49, no. 7, pp. 1223–1231.

    Google Scholar 

  13. Dzhenaliev, M.T., On the Theory of Linear Boundary Value Problems for Loaded Differential Equations, Alma-Ata: Komp. Tsentr ITPM, 1995.

    Google Scholar 

  14. Tokova, A.A., A Boundary Value Problem for a Loaded Differential Equation, Dokl. Adygeiskoi (Cherkesskoi) Mezhdunarodnoi Akademii Nauk, 2005, vol. 7, no. 2, pp. 56–61.

    Google Scholar 

  15. Kiguradze, I.T., Boundary Value Problems for Systems of Ordinary Differential Equations, Itogi Nauki Tekhn. Ser. Sovr. Probl. Mat., 1987, vol. 30, pp. 3–103.

    MathSciNet  Google Scholar 

  16. Yakovlev, M.N., Estimates of Solutions to Systems of Loaded Integro-Differential Equations under Multipoint and Integral Boundary Conditions, in Zap. Nauch. Sem. LOMI, vol. 124, Chisl. Met. Vopr. Org. Vych., Leningrad: Nauka, 1983, pp. 131–139.

    Google Scholar 

  17. Alikhanov, A.A., Berezkov, A.M., and Shkhanukhov-Lafishev, M.Kh., Boundary Value Problems for Some Classes of Loaded Differential Equations and Difference Methods of Their Numerical Implementation, Zh. Vych. Mat. Mat. Fiz., 2008, vol. 48, no. 9, pp. 1619–1628.

    Google Scholar 

  18. Aida-zade, K.R., Solving Systems of Differential Equations with NonlocalConditions, Vych. Tekhnol., 2004, vol. 1, no. 9, pp. 11–25.

    MathSciNet  Google Scholar 

  19. Abdullaev, V.M. and Aida-zade, K.R., Numerically Solving Loaded Systems of Ordinary Differential Equations, Zh. Vych. Mat. Mat. Fiz., 2004, vol. 44, no. 9, pp. 1585–1595.

    MATH  MathSciNet  Google Scholar 

  20. Aida-zade, K.R. and Abdullaev, V.M., Numerical Solution of Systems of Differential Equations with Nonseparated Point and Integral Conditions, Izvestiya Vysshikh Tekhn. Ucheb. Zav. Azerbaidzhana, Ser. Informatika Avtomatika, 2011, vol. 13, no. 4, pp. 64–70.

    Google Scholar 

  21. Abdullaev, V.M. and Aida-zade, K.R., Numerical Solution of Optimal Control Problems with Nonseparated Multipoint and Integral Conditions, Zh. Vych. Mat. Mat. Fiz., 2012, vol. 52, no. 12, pp. 2163–2177.

    MATH  Google Scholar 

  22. Abdullaev, V.M., Solving Differential Equations with Nonseparated and Integral Conditions, Sib. Zh. Industr. Mat., 2012, vol. 15, no. 3 (51), pp. 3–15.

    MathSciNet  Google Scholar 

  23. Godunov, S.K., Numerically Solving Boundary Value Problems for Systems of Linear Ordinary Differential Equations, Usp. Mat. Nauk, 1961, vol. 16, no. 3 (99), pp. 171–174.

    MATH  MathSciNet  Google Scholar 

  24. Abramov, A.A., A Variant of the Sweep Method, Zh. Vych. Mat. Mat. Fiz., 1961, vol. 1, no. 2, pp. 349–351.

    MathSciNet  Google Scholar 

  25. Abdullaev, V.M., Using the Method of Lines for a Boundary Value Problem with Nonlocal Conditions for a Loaded Parabolic Equation, Izvestiya NAN Azerbaidzhana, Ser. Fiz. Tekhn. Mat. Nauk, 2008, vol. 28, no. 3, pp. 76–81.

    MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to K. R. Aida-zade.

Additional information

Original Russian Text © K.R. Aida-zade, V.M. Abdullaev, 2014, published in Sibirskii Zhurnal Vychislitel’noi Matematiki, 2014, Vol. 17, No. 1, pp. 1–16.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Aida-zade, K.R., Abdullaev, V.M. On the numerical solution of loaded systems of ordinary differential equations with nonseparated multipoint and integral conditions. Numer. Analys. Appl. 7, 1–14 (2014). https://doi.org/10.1134/S1995423914010017

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S1995423914010017

Keywords

Navigation