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JOURNALS // Preprints of the Keldysh Institute of Applied Mathematics // Archive

Keldysh Institute preprints, 2020 076, 36 pp. (Mi ipmp2867)

Numerical integration of Cauchy problems with singularity points

A. A. Belov, N. N. Kalitkin


Abstract: We propose an effective method for solving Cauchy problem for an ordinary differential equation with multiple poles of an integer order. The method provides through calculation of a pole for both single pole and chain of poles. The method uses a special algorithm for finding the multiplicity of each pole. This multiplicity is used to define the generalized reciprocal function for which the K-th order pole of the initial function is a prime zero. Calculating such a zero is not difficult, so the proposed method provides high accuracy even near the poles. After passing this zero, the calculation of the initial function resumes. Using this method on a sequence of poles permits to find a numerical solution simultaneously with a posteriori estimation of its error. The method is illustrated with test examples.

Keywords: Cauchy problem, singularities, continuation through pole.

UDC: 519.6

DOI: 10.20948/prepr-2020-76



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