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

Altay N., Demiralp M.

JOURNAL OF MATHEMATICAL CHEMISTRY, vol.49, no.3, pp.687-710, 2011 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 49 Issue: 3
  • Publication Date: 2011
  • Doi Number: 10.1007/s10910-010-9768-1
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.687-710
  • Istanbul Technical University Affiliated: Yes


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.