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Numerical integration of Cauchy problems with singularity points
A. A. Belov, N. N. Kalitkin
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.
Citation:
A. A. Belov, N. N. Kalitkin, “Numerical integration of Cauchy problems with singularity points”, Keldysh Institute preprints, 2020, 076, 36 pp.
Linking options:
https://www.mathnet.ru/eng/ipmp2867 https://www.mathnet.ru/eng/ipmp/y2020/p76
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