TAN Shu-jun, ZHOU Wen-ya, WU Zhi-gang. An Extended Precise Integration Method for Solving Inhomogeneous Two-Point Boundary Value Problems of Linear Time-Invariant Systems[J]. Applied Mathematics and Mechanics, 2015, 36(11): 1145-1157. doi: 10.3879/j.issn.1000-0887.2015.11.003
Citation: TAN Shu-jun, ZHOU Wen-ya, WU Zhi-gang. An Extended Precise Integration Method for Solving Inhomogeneous Two-Point Boundary Value Problems of Linear Time-Invariant Systems[J]. Applied Mathematics and Mechanics, 2015, 36(11): 1145-1157. doi: 10.3879/j.issn.1000-0887.2015.11.003

An Extended Precise Integration Method for Solving Inhomogeneous Two-Point Boundary Value Problems of Linear Time-Invariant Systems

doi: 10.3879/j.issn.1000-0887.2015.11.003
Funds:  The National Natural Science Foundation of China(11002032;11372056;11432010)
  • Received Date: 2015-06-16
  • Rev Recd Date: 2015-10-08
  • Publish Date: 2015-11-15
  • An extended precise integration method (EPIM) for solving inhomogeneous two-point boundary value problems (TPBVPs) of linear time-invariant systems was proposed. Firstly, the interval quantities of the interval matrices and vectors were introduced to describe the discretization of the differential equations for the TPBVPs. Thus a general framework for solving the TPBVPs was established, where the interval quantities for different intervals were computed in parallel, and the assembled algebraic equations for global analysis were independent of the boundary conditions. Secondly the interval response matrices corresponding to the interval vectors were used to deal with the inhomogeneous terms. The addition theorems for the interval response matrices were derived with the inhomogeneous terms in the forms of polynomial function, sine/cosine function, exponential function and their combinations. Then the extended precise integration method was proposed in combination with the incremental storage technique, of which the accuracy approached the machine precision for the inhomogeneous terms in the above forms. The general forms of the inhomogeneous terms can be approximated with the mentioned forms. In comparison with the analytical methods, two numerical examples of stiff problems give results showing the high accuracy and stability of the proposed method.
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