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POLYNOMIAL SPLINE INTERPOLATION AND TWO-POINT

BOUNDARY VALUE PROBLEMS

著者

SAKAI Manabu

journal or

publication title

鹿児島大学理学部紀要. 数学・物理学・化学

volume

12

page range

1-4

別言語のタイトル

高次のスプライン補間と2点境界値問題

URL

http://hdl.handle.net/10232/6370

(2)

POLYNOMIAL SPLINE INTERPOLATION AND TWO-POINT

BOUNDARY VALUE PROBLEMS

著者

SAKAI Manabu

journal or

publication title

鹿児島大学理学部紀要. 数学・物理学・化学

volume

12

page range

1-4

別言語のタイトル

高次のスプライン補間と2点境界値問題

URL

http://hdl.handle.net/10232/00003970

(3)

Rep. Fac. Sci., Kagoshima Univ. (Math. Phys. & Chem.), No. 12, p.ト4, 1979

POLYNOMIAL SPLINE INTERPOLATION AND TWO-POINT

BOUNDARY VALUE PROBLEMS

By

班anabu Sakai*

(Received Sep. 4, 1979)

Polynomial splines are employed, experimentally, to approximate to the solu-tion of a simple two-point boundary value problem for a nonlinear ordinary differential equation. Checked by comparison with the analytical solution, the results are

encouraging.

1. Introduction and Description of Method

Cubic and quintic splines are of much use for approximating solutions of

tw0-point boundary value problems for both linear and nonlinear ordinary di鮎rential

equations. For a spline s(t) of order n+3 defined on a partition n: {*。<*i<< -<tォ¥

ti-ih-iln}, we may represent this in the form

s(t)- ∑α Qn+i(t h+n+i-i) (1)

with undetermined coe鮎ient (α1, α2, - , α帥+ ).

Thus the use of polyonomial splines entails a determination of these too many

para-meters. In the present paper, we shall give a simple and e鮎ient selection of the

additiona1 conditions.

Now suppose that the differential equation is

お〝 J¥t>X9ョ′) (0≦t≦1)

aox(0トbo∬′(0) - c。 ,

%#(!)+&!#′(1) - cl.

with the boundary ¢onditions′l

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The number of coe用Lcients in (1) is (2n+3). The conditions (3) and (4) give us two

equations towards the determination of these. There remain (2w+l) to be determined,

and we notice that there are (n-¥-1) nodes: the satisfaction of the differential equation by collocation at these nodes and mid-points gives us precisely the requisite number of

equations. The equation to be satisfied at t-ph/2 (v-0, !, , 2n) is:

∑ αMn+負(*-iト2Qn+2(k-j -1)+Qn+皇(*-i-2)}/h2

-/(j*/2, ∑ αjQn+i(k-j), ∑ αAQn+S-j)-Qn+3(k-j-1)}/h)

(h-pl2+n+4:). (5)

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M. Sakai

To these equations we add those from the boundary conditions (3) and (4):

∑ αj [a。Qn+i(h-j)-KiQn+iih-3ト<?ォ+#i- 7 -1)}/h] - cn ,

∑ αj [<*lQnli(h-j)+biiQォ+z(h-jト」ォ+#2-i -i)}/M - ih (*x,A^) - (w+4,2n+4).

Now we consider the application of the stated method by the sample equations. 2. Numerical Illustration

Example 1 ([2]). Consider the linear two-point boundary value problem:

x〝-4x+Acosh(1),  x(0)-x(l) -0.

The problem has a unique solution

● x(t).- cosh (2」-1)-cosh (1). Tablel. e (0.25)    e (0.5)    e (0.75) 1.65 - 8) 1.35 (-13) 1.51(- 8) 1.21(-13) 1.65(- 8) 1.37(-13) We use 1.65(-8) to denote 1.65×10-8.

Example 2 ([4]). Now we exmaine a nonlinear boundary value problem:

a7〝 -= (*ガ+a;′2)/2 ,

3(0トお′(0)-1, x(l)+∬′(l) - -ln(2)-0.5.

The solution is x(t)--log (l+」).

Table 2.

e (0)     e (0.5)     e (l)

Example 3 ([4]). We now take as our next example the boundary value problem:

x〝 - (♂+x′2)/2e'

x(0)-x′(0)-0, x(l)+x′(l)-2e.

The solution is x(t)-e¥

Table3. e (0.5)     e (l) 1.02(- 5) 4.27(- 9) 9.57(-13) 9.87(- 6) 4.04(- 9) 8. 57(-13) 1.25(- 5) 4=.59(- 9) 9. 06(-13) 、 ・ ・ J 1 -    し       1 ・ 、

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止可..,,*-ォーーiザ

Polynomial spline interpolation 3

Foramoree鮎ientapproximation,weshallconsiderthesplinefunction<f>i(t)(s-1, 2,- ,n)oftheform m-∑<*nQ桝+*i(t-ti)lhl+m+アーi} suchthat m)-f(t>ut)>郎(*))(t-U-x+jhJ2;j-0,1, ,2m,hx-hjm), UU)-夷+l(t>),郎iu)-郎+1' .(*<)(t-l,2,.-,n-l, ォo^i(O)-Mi(O)-co,ォi^サ(l)+M£(1)-cl. Herewenoticethatthecoe鮎ientmatrixoftheunknownc叛isabandone. ● Example4.WeshallconsiderthesameprobleminExample1. Table4. n=l InExamples4and5,theerrorsdenotethemaximumdifferencesbetweenthe approximationsandthesolutionatthejoints. Thismethodcanbealsoappliedtothefollowingsingularboundaryvalueproblem: ●● x〝-f(t,x,x′)(--*′/t+g(t,x)){0<t≦1), x′(0)-0,x(l)-cl. Inthiscase,weshallconsiderthesplinefunction<f>i(t)oftheform m-∑oiijQm+Z{(t-ti)lhl+m+2-3号 suchthat ≠芸-f(t,m>w))(*-*トi+A/2:i-1,2,-..,2m-1), Uh)-faiiti),右to)-郎+1' .(*<)( -1,2,-.-,サー!), #(0)-0,巌(1)-cl. Example5([3]).Letusconsiderthelinearboundaryproblem: a;〟+2x′/t-ix--2,x′(0)-0,as(l)-5.5. Thesolutionisgivenby ● x{t)-0.5+(5t)smh(2ォ)/smli(2)

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M. Sakai Table 5. n=l 4. 65(--3) 2.59(-5)

3.76ト9)

3.21(- 3) 9.27(- 6) 2. 00(-10) 9,13(- 4) 6.65(- 7)

1.82ト10)

These experiments show that the method is potentially useful. Work is

proceed-ing on an examination of more complicated cases and on ant error analysis. The gain to be achieved by unequal order of spline <f>i(t) could also be explored.

References

[1] W. BICKL丑Y: Piecewise cubic interpolation and two-point boundary problems. Computer

J. 12, 206-208 (1968).

[2] P. CIARLET, M. Sc耶Itz and R. Vabga: Nu望erical methods of high-order accuracy for nonlinear boundary value problems. 1. one dimensional problem. Numer. Math. 9, 394-430 (1967).

[3] R. Russell and L. Sham二pine: Numerical methods for singular boundary problems.

SIAM J. Numer. Anal. 12, 13-36 (1975).

[4] R. Stepl丑man: Tridiagonal fourth order approximations to general two-point nonlinear

参照

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