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On precise integration method
- Source :
- Journal of Computational and Applied Mathematics. 163:59-78
- Publication Year :
- 2004
- Publisher :
- Elsevier BV, 2004.
-
Abstract
- The numerical integration for the ordinary differential equations is extremely important for applications. So far, almost all the numerical integration methods apply the finite difference approximation even for a time-invariant system.The precise integration method (PIM) solves the time step integration for the time-invariant system first. For such a problem, precise integration gives a highly precise numerical result, which approaches the full computer precision. After the integration of time-invariant system is solved, various approximate methods can be applied to other problems such as time-variant or nonlinear time integration.The numerical integration of two-point boundary value problems (TPBVP) is also very important in applications. Such as wave propagation, optimal control, structural mechanics, electro-magnetic wave guide problems, etc. The PIM can also be applied to solve the TPBVP. The TPBVP induced initial value problems such as the Lyapunov differential equation, the Riccati differential equation and the Kalman–Bucy filter equation, etc. can also be solved along the same way.In this paper, the essence of precise integration will be explained.
- Subjects :
- Two-point boundary value problem
Differential equation
Applied Mathematics
Numerical analysis
Mathematical analysis
Initial problem
Numerical integration
Computational Mathematics
Nonlinear system
Ordinary differential equation
Riccati equation
Initial value problem
Applied mathematics
Boundary value problem
Numerical integration of ODE
Mathematics
Subjects
Details
- ISSN :
- 03770427
- Volume :
- 163
- Database :
- OpenAIRE
- Journal :
- Journal of Computational and Applied Mathematics
- Accession number :
- edsair.doi.dedup.....b2b3ac604bf899c1b65059a4d157a6ec