TY - JOUR
T1 - Numerical method for solving discontinuous initial/final-value problems
AU - Ditkowski, Adi
N1 - Funding Information:
This research was supported by the ISRAEL SCIENCE FOUNDATION (grant No. 1364/04) and the UNITED STATES-ISRAEL BINATIONAL SCIENCE FOUNDATION (grant No. 2004099).
PY - 2008/12
Y1 - 2008/12
N2 - 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.
AB - 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.
KW - Boundary-value problems
KW - Embedding
KW - Hyperbolic embedding
KW - Initial/final-value problems
KW - ODE
KW - Optimal control
KW - Two point boundary value problems
UR - http://www.scopus.com/inward/record.url?scp=55649108191&partnerID=8YFLogxK
U2 - 10.1007/s10915-008-9243-3
DO - 10.1007/s10915-008-9243-3
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AN - SCOPUS:55649108191
SN - 0885-7474
VL - 37
SP - 268
EP - 281
JO - Journal of Scientific Computing
JF - Journal of Scientific Computing
IS - 3
ER -