Piecewise Analytical Approximation Methods for Initial-Value Problems of Nonlinear Ordinary Differential Equations

Juan I. Ramos ()
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Juan I. Ramos: Escuela de Ingenierías Industriales, Universidad de Málaga, Doctor Ortiz Ramos, s/n, 29071 Málaga, Spain

Mathematics, 2025, vol. 13, issue 3, 1-20

Abstract: Piecewise analytical solutions to scalar, nonlinear, first-order, ordinary differential equations based on the second-order Taylor series expansion of their right-hand sides that result in Riccati’s equations are presented. Closed-form solutions are obtained if the dependence of the right-hand side on the independent variable is not considered; otherwise, the solution is given by convergent series. Discrete solutions also based on the second-order Taylor series expansion of the right-hand side and the discretization of the independent variable that result in algebraic quadratic equations are also reported. Both the piecewise analytical and discrete methods are applied to two singularly perturbed initial-value problems and the results are compared with the exact solution and those of linearization procedures, and implicit and explicit Taylor’s methods. It is shown that the accuracy of piecewise analytical techniques depends on the number of terms kept in the series expansion of the solution, whereas that of the discrete methods depends on the location where the coefficients are evaluated. For Riccati equations with constant coefficients, the piecewise analytical method presented here provides the exact solution; it also provides the exact solution for linear, first-order ordinary differential equations with constant coefficients.

Keywords: scalar; nonlinear; first-order; ordinary differential equations; second-order Taylor series approximations; piecewise analytical solutions; discrete solutions; singularly perturbed; initial-value problems (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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