Jain, MK and Ramful, A and Sen, SK (2000) Solving linear differential equations as a minimum norm least squares problem with error-bounds. In: International Journal of Computer Mathematics, 74 (03). pp. 325-343.
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Linear ordinary/partial differential equations (DEs) with linear boundary conditions (BCs) are posed as an error minimization problem. This problem has a linear objective function and a system of linear algebraic (constraint) equations and inequalities derived using both the forward and the backward Taylor series expansion. The DEs along with the BCs are approximated as linear equations/inequalities in terms of the dependent variables and their derivatives so that the total error due to discretization and truncation is minimized. The total error along with the rounding errors render the equations and inequalities inconsistent to an extent or, equivalently, near-consistent, in general. The degree of consistency will be reasonably high provided the errors are not dominant. When this happens and when the equations/inequalities are compatible with the DEs, the minimum value of the total discretization and truncation errors is taken as zero. This is because of the fact that these errors could be negative as well as positive with equal probability due to the use of both the backward and forward series. The inequalities are written as equations since the minimum value of the error (implying error-bound and written/expressed in terms of a nonnegative quantity) in each equation will be zero. The minimum norm least-squares solution (that always exists) of the resulting over-determined system will provide the required solution whenever the system has a reasonably high degree of consistency. A lower error-hound and an upper error-bound of the solution are also included to logically justify the quality/validity of the solution.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Taylor and Francis Group.|
|Keywords:||Ordinary/partial differential equations;Minimum Norm Least Squares Problem Error Bounds|
|Department/Centre:||Division of Information Sciences > Supercomputer Education & Research Centre|
|Date Deposited:||13 Nov 2009 08:28|
|Last Modified:||19 Sep 2010 05:00|
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