Approximation of Stieltjes ordinary differential equations

01/29/2020

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by   Francisco J. Fernández, et al.

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This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically approximate models based in Stieltjes ordinary differential equations for which no explicit solution is known. We prove several theoretical results related to the consistency, convergence and stability of the numerical method. We also obtain the explicit solution of the Stieltjes linear ordinary differential equation, and we use it to validate the numerical method. Finally, we present some numerical results that we have obtained for a realistic population model based in a Stieltjes differential equation.