Optimization of Adams-type difference formulas in Hilbert space W_2^(2,1)(0,1)
In this paper, we consider the problem of constructing new optimal explicit and implicit Adams-type difference formulas for finding an approximate solution to the Cauchy problem for an ordinary differential equation in a Hilbert space. In this work, I minimize the norm of the error functional of the difference formula with respect to the coefficients, we obtain a system of linear algebraic equations for the coefficients of the difference formulas. This system of equations is reduced to a system of equations in convolution and the system of equations is completely solved using a discrete analog of a differential operator d^2/dx^2-1. Here we present an algorithm for constructing optimal explicit and implicit difference formulas in a specific Hilbert space. In addition, comparing the Euler method with optimal explicit and implicit difference formulas, numerical experiments are given. Experiments show that the optimal formulas give a good approximation compared to the Euler method.
READ FULL TEXT