Numerical implementation of solving a control problem for loaded differential equations with multi-point condition

Abstract

A linear boundary value problem with a parameter for loaded differential equations with multi-point condition is considered. The method of parameterization is used for solving the considered problem. We offer an algorithm for solving a control problem for the system of loaded differential equations with multi-point condition. The linear boundary value problem with a parameter for loaded differential equations with multi-point condition by introducing additional parameters at the partition points is reduced to equivalent boundary value problem with parameters. The equivalent boundary value problem with parameters consists of the Cauchy problem for the system of ordinary differential equations with parameters, multi-point condition, and continuity conditions. The solution of the Cauchy problem for the system of ordinary differential equations with parameters is constructed using the fundamental matrix of differential equation. The system of linear algebraic equations concerning the parameters is composed by substituting the values of the corresponding points in the built solutions to the multi-point condition and continuity conditions. The numerical method for finding the solution of the problem is suggested, which based on the solving the constructed system and solving Cauchy problem on the subintervals by Adams method and Bulirsch-Stoer method. The proposed numerical implementation is illustrated by example.