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JOURNALS // Vestnik Yuzhno-Ural'skogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie // Archive

Vestnik YuUrGU. Ser. Mat. Model. Progr., 2014 Volume 7, Issue 3, Pages 93–106 (Mi vyuru149)

This article is cited in 1 paper

Programming & Computer Software

Multistep Method for Solving Degenerate Integral-Differential Equations

M. V. Bulatova, Do Tien Thanhb

a Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, Irkutsk State Technical University, Irkutsk, Russian Federation
b National Research Irkutsk State Technical University, Irkutsk, Russian Federation

Abstract: In this work we consider the linear integral-differential equations of the fist order with the identically singular matrix at the derivative. For these systems, the initial conditions is given and assumed consistent with the right part. Considered tasking in this paper arise in the mathematical modeling of complex electric circuits. By using the apparatus of matrix polynomials a class of problems, which having a unique solution, is marked out. The difficulties of the numerical solution of such problems, in particular the instability of many implicit methods is considered. For numerical solution of this class of problems we have suggested multistep methods, which are based on an explicit quadrature formula for the integral term Adams and extrapolation formulas. Sufficient conditions for the convergence of such algorithms to the exact solution is formulated.

Keywords: integral-differential equations; multistep methods; matrix polynomials.

UDC: 519.62

MSC: 65R20

Received: 16.05.2014

DOI: 10.14529/mmp140310



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