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Preprints of the Keldysh Institute of Applied Mathematics, 2020, 076, 36 pp.
DOI: https://doi.org/10.20948/prepr-2020-76
(Mi ipmp2867)
 

Numerical integration of Cauchy problems with singularity points

A. A. Belov, N. N. Kalitkin
References:
Abstract: We propose an effective method for solving Cauchy problem for an ordinary differential equation with multiple poles of an integer order. The method provides through calculation of a pole for both single pole and chain of poles. The method uses a special algorithm for finding the multiplicity of each pole. This multiplicity is used to define the generalized reciprocal function for which the K-th order pole of the initial function is a prime zero. Calculating such a zero is not difficult, so the proposed method provides high accuracy even near the poles. After passing this zero, the calculation of the initial function resumes. Using this method on a sequence of poles permits to find a numerical solution simultaneously with a posteriori estimation of its error. The method is illustrated with test examples.
Keywords: Cauchy problem, singularities, continuation through pole.
Funding agency Grant number
Russian Foundation for Basic Research 18-01-00175
Document Type: Preprint
UDC: 519.6
Language: Russian
Citation: A. A. Belov, N. N. Kalitkin, “Numerical integration of Cauchy problems with singularity points”, Keldysh Institute preprints, 2020, 076, 36 pp.
Citation in format AMSBIB
\Bibitem{BelKal20}
\by A.~A.~Belov, N.~N.~Kalitkin
\paper Numerical integration of Cauchy problems with singularity points
\jour Keldysh Institute preprints
\yr 2020
\papernumber 076
\totalpages 36
\mathnet{http://mi.mathnet.ru/ipmp2867}
\crossref{https://doi.org/10.20948/prepr-2020-76}
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