Numerical solution of linear differential equations with discontinuous coefficients and Henstock integral

We consider the  problem of approximate solution of linear differential equations with discontinuous coefficients. We assume that  these coefficients have $f$-primitive. It means that  these coefficients are Henstock integrable only. Instead of the original Cauchy problem,...

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Bibliographic Details
Main Authors: Lukomskii, Sergei Feodorovich, Lukomskii, Dmitry Sergeyevich
Format: Article
Language:English
Published: Saratov State University 2021-05-01
Series:Известия Саратовского университета. Новая серия. Серия Математика. Механика. Информатика
Subjects:
Online Access:https://mmi.sgu.ru/sites/mmi.sgu.ru/files/text-pdf/2021/05/151-161lukomskii-lukomskii.pdf
Description
Summary:We consider the  problem of approximate solution of linear differential equations with discontinuous coefficients. We assume that  these coefficients have $f$-primitive. It means that  these coefficients are Henstock integrable only. Instead of the original Cauchy problem,  we consider a different problem with piecewise-constant coefficients. The sharp solution of this new problem is the approximate solution of the original Cauchy problem. We found the degree of approximation in terms of $f$-primitive for Henstock integrable coefficients. Two examples are given. In the first example, the coefficients have an infinite derivative at zero. In the second example, the coefficients have an infinite derivative at interior points.
ISSN:1816-9791
2541-9005