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Accurate difference methods for linear ordinary differential systems subject to linear constraints

Keller, Herbert B. (1969) Accurate difference methods for linear ordinary differential systems subject to linear constraints. SIAM Journal on Numerical Analysis, 6 (1). pp. 8-30. ISSN 0036-1429. http://resolver.caltech.edu/CaltechAUTHORS:20120921-104823831

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Abstract

We consider the general system of n first order linear ordinary differential equations y'(t)=A(t)y(t)+g(t), a<t< b, subject to "boundary" conditions, or rather linear constraints, of the form Σ^(N)_(ν=1) B_(ν)y(τ_ν)=β Here y(t), g(t) and II are n-vectors and A(t), Bx,..., BN are n × n matrices. The N distinct points {τ_ν} lie in [a,b] and we only require N ≧ 1. Thus as special cases initial value problems, N=1, are included as well as the general 2-point boundary value problem, N=2, with τ_1=a, τ_2=b. (More general linear constraints are also studied, see (5.1) and (5.17).)


Item Type:Article
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http://dx.doi.org/10.1137/0706002DOIUNSPECIFIED
http://epubs.siam.org/doi/abs/10.1137/0706002PublisherUNSPECIFIED
Additional Information:© 1969 SIAM. Received by the editors August 12, 1968. This work was supported by the U.S. Army Research Office, Durham, under Contract DAHC 04-68-C-0006.
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Army Research Office (ARO)DAHC 04-68-C-0006
Record Number:CaltechAUTHORS:20120921-104823831
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20120921-104823831
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ID Code:34280
Collection:CaltechAUTHORS
Deposited By: Jason Perez
Deposited On:21 Sep 2012 19:41
Last Modified:26 Dec 2012 16:14

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