Bibliographic Details
| Title: |
Generalized Clenshaw-Curtis quadrature method for systems of linear ODEs with constant coefficients. |
| Authors: |
Lin, Fu-Rong1 (AUTHOR) frlin@stu.edu.cn, Yang, Xi1 (AUTHOR), Zhang, Gui-Rong1 (AUTHOR) |
| Source: |
Applied Numerical Mathematics. Nov2025, Vol. 217, p112-125. 14p. |
| Subjects: |
Linear differential equations, Numerical analysis, Matrix exponential, Numerical integration, Heat conduction, Initial value problems |
| Abstract: |
In this paper, we consider high precision numerical methods for the initial problem of systems of linear ordinary differential equations (ODEs) with constant coefficients. It is well-known that the analytic solution of such a system of linear ODEs involves a matrix exponential function and an integral whose integrand is the product of a matrix exponential and a vector-valued function. We mainly consider numerical quadrature methods for the integral term in the analytic solution and propose a generalized Clenshaw-Curtis (GCC) quadrature method. The proposed method is then applied to the initial-boundary value problem for a heat conduction equation and a Riesz space fractional diffusion equation, respectively. Numerical results are presented to demonstrate the effectiveness of the proposed method. [ABSTRACT FROM AUTHOR] |
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| Database: |
Engineering Source |
