A SPECTRAL COLLOCATION METHOD FOR SOLVING INITIAL VALUE PROBLEMS OF FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

被引:19
作者
Guo, Ben-Yu [1 ]
Wang, Zhong-Qing
机构
[1] Shanghai Normal Univ, Dept Math, Guilin Rd 100, Shanghai 200234, Peoples R China
来源
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2010年 / 14卷 / 03期
关键词
Numerical method based on Legendre-Gauss-Lobatto collocation; multi-step version; initial value problems of first order ODEs; spectral accuracy; INTEGRATION PROCESSES;
D O I
10.3934/dcdsb.2010.14.1029
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We propose a spectral collocation method for solving initial value problems of first order ODEs, based on the Legendre-Gauss-Lobatto interpolation. This method is easy to be implemented and possesses the spectral accuracy. We also develop a multi-step version of this process, which is very available for long-time calculation. Numerical results demonstrate the high accuracy of suggested algorithms and coincide well with theoretical analysis.
引用
收藏
页码:1029 / 1054
页数:26
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