Numerical solution of linear differential equations with nonlocal nonlinear conditions

The numerical solution of systems of linear ordinary differential equations with nonlocal nonlinear conditions depending on the values of the desired function at intermediate points is investigated. Conditions for the existence of a solution to the problem under consideration are given. For the numerical solution, an approach is proposed that reduces the problem to two auxiliary linear systems of differential equations with linear conditions and to a single nonlinear algebraic system with a dimension depending only on the number of given intermediate points. The proposed approach is illustrated by solving two problems. The auxiliary problems are solved analytically in one of them and numerically in the other.