A Method for the Numerical Solution of a Boundary Value Problem for a Linear Differential Equation with Interval Parameters
Gasilov, Nizami A.
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In many real life applications, the behavior of the system is modeled by a boundary value problem (BVP) for a linear differential equation. If the uncertainties in the boundary values, the right-hand side function and the coefficient functions are to be taken into account, then in many cases an interval boundary value problem (IBVP) arises. In this study, for such an IBVP, we propose a different approach than the ones in common use. In the investigated IBVP, the boundary values are intervals. In addition, we model the right-hand side and coefficient functions as bunches of real functions. Then, we seek the solution of the problem as a bunch of functions. We interpret the IBVP as a set of classical BVPs. Such a classical BVP is constructed by taking a real number from each boundary interval, and a real function from each bunch. We define the bunch consisting of the solutions of all the classical BVPs to be the solution of the IBVP. In this context, we develop a numerical method to obtain the solution. We reduce the complexity of the method from O(n(5)) to O(n(2)) through our analysis. We demonstrate the effectiveness of the proposed approach and the numerical method by test examples.