Numerical method for solving discontinuous initial/final-value problems

Adi Ditkowski*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


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.

Original languageEnglish
Pages (from-to)268-281
Number of pages14
JournalJournal of Scientific Computing
Issue number3
StatePublished - Dec 2008


  • Boundary-value problems
  • Embedding
  • Hyperbolic embedding
  • Initial/final-value problems
  • ODE
  • Optimal control
  • Two point boundary value problems


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