Computational methods for forward-backward differential equations
 
 
Description:  This seminar is concerned with the approximate solution of forward-backward differential equations of the general form x'(t)=α(t)x(t)+β(t)x(t-1)+γ(t)x(t+1). We search for a solution x, defined for t∈[-1,k], (k∈N), which takes given values on the intervals [-1,0] and (k-1,k]. We introduce and analyse some new computational methods for the solution of this problem which are applicable both in the case of constant and variable coefficients. On the other hand, we transform the original equation in a (k-1)-th order ODE with boundary conditions on the interval [0,1]. By analysing the obtained boundary value problem, we can obtain existence results about the original problem and in the case where it is solvable, we can obtain numerical solutions by applying standard computational methods for ODEs. Numerical results are presented and compared with the results obtained by other methods.
Area(s):
Date:  2008-11-20
Start Time:   11:30
Speaker:  Filomena Teodoro (Instituto Politécnico de Setúbal)
Place:  5.5
Research Groups: -Numerical Analysis and Optimization
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