Numerical Method for Solving Discontinuous Initial/Final-Value Problems

  • Authors:
  • Adi Ditkowski

  • Affiliations:
  • School of Mathematical Sciences, Tel Aviv University, Tel Aviv, Israel 69978

  • Venue:
  • Journal of Scientific Computing
  • Year:
  • 2008

Quantified Score

Hi-index 0.00

Visualization

Abstract

Ordinary differential systems with initial/final value problems are a subclass of two point boundary value problems, which arise in many applications, in physics, materials science, optimal control, economics, business administration and others.The standard method for solving these problems are sensitive to a lack of continuity in the equations. In this manuscript, a novel method for solving this problem is presented. This method is based on embedding of the original ODE system in a hyperbolic PDE system.The efficacy of this method is demonstrated using a numerical example.