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Solution of two-point boundary value problems involving Kronecker products. (English) Zbl 0765.65084

The authors consider a two-point boundary value problem of the form \((P\otimes Q)y'+(R\otimes S)y=f(t,y(t))\), \((M\otimes N)y(a)+(U\otimes V)y(b)=a\), where \(P\), \(R\), \(M\), \(U\) are \(m\times n\) matrices, \(Q\), \(S\), \(V\), \(N\) are \(p\times q\), \(y\) is a column matrix of order \(nq\times 1\), \(a\) is \(mp\times 1\), and \(f: [a,b]\times \mathbb{R}^{nq} \to \mathbb{R}^{nq}\) is continuous.
The solution of the Kronecker product nonhomogeneous boundary value problem is first obtained in the form of an integral transform involving a Green matrix. The unique solution of the two-point boundary value problem is constructed by using Banach’s fixed-point theorem. A solution algorithm using the modified Gram-Schmidt process of J. R. Rice [Math. Comput. 20, 325-328 (1966; Zbl 0228.65034)] is presented.

MSC:

65L10 Numerical solution of boundary value problems involving ordinary differential equations
34B15 Nonlinear boundary value problems for ordinary differential equations

Citations:

Zbl 0228.65034
Full Text: DOI

References:

[1] Cole, R. H., Theory of Ordinary Differential Equations (1968), Appleton-Century-Crofts · Zbl 0206.37402
[2] Brewer, J. W., Kronecker products and matrix calculus in system theory, (IEEE Trans. Circ. Sys., CAS-25 (1978)), 772-781 · Zbl 0397.93009
[3] Golub, G. H.; Van Loan, C. F., Matrix Computations (1985), Johns Hopkins University Press: Johns Hopkins University Press Baltimore, Maryland · Zbl 0592.65011
[4] Rice, J. R., Experiments on Gram-Schmidt orthogonalization, Math. Comp., 20, 325-328 (1966) · Zbl 0228.65034
[5] Bjorck, A., Solving linear least-squares problems by Gram-Schmidt orthogonalization, Bit, 7, 1-21 (1967) · Zbl 0183.17802
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