Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2023, Vol. 40 ›› Issue (6): 941-967.doi: 10.3969/j.issn.1005-3085.2023.06.007

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Numerical Solution of Boundary Value Problems of Ordinary Differential Equations Based on Improved PM Algorithm

XIE Zhengrong1,2,  AI Yibo1,  ZHANG Weidong1   

  1. 1. National Center for Materials Service Safety, University of Science and Technology Beijing, Beijing 100083
    2. School of Mathematical Sciences, East China Normal University, Shanghai 200241
  • Received:2021-05-31 Accepted:2022-06-24 Online:2023-12-15 Published:2024-02-15
  • Contact: W. Zhang. E-mail address: zwdpaper@163.com

Abstract:

PM algorithm, an unconventional numerical method for initial value problems of ordinary differential equations, is investigated. In order to extend the algorithm to the two-point boundary value problem, the following improvements are made in this paper: Firstly, the separation principle is proposed to transform the multi-objective optimization problem corresponding to ordinary differential equations into several relatively independent single objective optimization problems; Then in the framework of the first order ordinary differential equations, the equivalence of the computational schemes for the I/II type boundary value problems of the second order ordinary differential equation is established; By maintaining the derivative relation and assuming the initial value condition or introducing independent parameters to approximate the initial value conditions, the improved PM algorithms are derived and can solve the boundary value problems of I/II/III types and even mixed type, with the second-order convergence speed.

Key words: ordinary differential equations, gradient descent method, complex trapezoid quadrature formula, multi-objective optimization, I/II/III boundary value problems, mixed boundary value problems

CLC Number: