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New algorithm for first order stiff initial value problems

Adesanya A. O., Onsachi R. O., Odekunle M. R.

Fasciculi Mathematici

2017

Nr 58

19--28

In this paper, we consider the development and implementation of algorithms for the solution of stiff first order initial value problems. Method of interpolation and collocation of basis function to give system of nonlinear equations which is solved for the unknown parameters to give a continuous scheme that is evaluated at selected grid points to give discrete methods. The stability properties of the method is verified and numerical experiments show that the new method is efficient in handling stiff problems.

Stability analysis of relaxed Dirichlet boundary control problems

Arada N., Raymond J.

Control and Cybernetics

1999

Vol. 28, no 1

35-51

We study the relaxation by Young measures of a Dirichlet control problem with pointwise state constraints. We give a necessary and sufficient condition for the properness of the relaxation. This condition is expressed in terms of stability properties, for the original control problem, with respect to geometrical perturbations of state constraints.