|
|
Numerical methods and programming, 2002, Volume 3, Issue 1, Pages 52–81
(Mi vmp740)
|
|
|
|
Numerical integration of ordinary differential equations with the use of Chebyshev's series
S. K. Tatevyana, N. A. Sorokina, S. F. Zaletkinb a Institute of Astronomy, Russian Academy of Sciences
b Lomonosov Moscow State University, Research Computing Center
Abstract:
We consider numerical analytical methods of approximate solving Cauchy
problems for systems of ordinary differential equations of first and second
orders. These methods are based on the expansions of the solution and its
derivative into shifted Chebyshev's series at each integration step by
Chebyshev's polynomial of the first kind. Some relations connecting
Chebyshev's coefficients of the solution with Chebyshev's coefficients of
the right-hand side of the system being solved are obtained. A representation
of the solution as a functional series derived on the basis of integrals of
Chebyshev's polynomials is studied. A number of equations for approximate
values of Chebyshev's coefficients for the right-hand side of the system are
deduced. An iterative process of their solution is described. Some error
estimates for approximate Chebyshev's coefficients and for an approximate
solution relative to the step length are given.
Keywords:
approximate methods of solving Cauchy problem, ordinary differential equations, orthogonal expansions, Markov's quadrature formula, polynomial expansions, asymptotic methods, implicit one-step method.
Citation:
S. K. Tatevyan, N. A. Sorokin, S. F. Zaletkin, “Numerical integration of ordinary differential equations with the use of Chebyshev's series”, Num. Meth. Prog., 3:1 (2002), 52–81
Linking options:
https://www.mathnet.ru/eng/vmp740 https://www.mathnet.ru/eng/vmp/v3/i1/p52
|
|