Numerical solutions of nonstandard first order initial value problems

M. Venkatesulu and P. D. N. Srinivasu

International Journal of Stochastic Analysis, 1992, vol. 5, 1-14

Abstract:

Differential equations of the form y ′ = f ( t , y , y ′ ) , where f is not necessarily linear in its arguments, represent certain physical phenomena and are known for quite some time. The well known Clairut's and Chrystal's equations fall into this category. Earlier, we established the existence of a (unique) solution of the nonstandard initial value problem (NSTD IV P) y ′ = f ( t , y , y ′ ) , y ( t 0 ) = y 0 under certain natural hypotheses on f . In this paper we present some first order convergent numerical methods for finding the approximate solutions of the NST D I V Ps.

Date: 1992
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/5/382030.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/5/382030.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:382030

DOI: 10.1155/S1048953392000054

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().