A high dimensional model representation based numerical method for solving ordinary differential equations


Altay N., Demiralp M.

JOURNAL OF MATHEMATICAL CHEMISTRY, cilt.49, ss.687-710, 2011 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 49 Konu: 3
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1007/s10910-010-9768-1
  • Dergi Adı: JOURNAL OF MATHEMATICAL CHEMISTRY
  • Sayfa Sayıları: ss.687-710

Özet

A new numerical method for solving ordinary differential equations by using High Dimensional Model Representation (HDMR) has been developed in this work. Higher order ordinary differential equations can be reduced to a set of first order ODEs. Although HDMR is generally used for multivariate functions, univariate functions are taken into account throughout the work because of the ODEs' natures. Not the numerical solution but its image under an appropriately chosen linear ordinary differential operator is expressed as a linear combination of the positive deviation powers of independent variable from its initial value. The linear combination of these image functions are expected to form a basis set under consideration. The unknown constants in the linear combination are found by maximizing the constancy measurer formed in terms of the HDMR components after they are evaluated. Results are compared with well-known step size based numerical methods. A semi qualitative error analysis of the proposed method is also established.