Abstract
The convergence of an initial-value method for computing the Green's function of a class of second-order differential operators is established. The proof relies on an interpolation procedure which is shown to generalize the Nyström method for Fredholm integral equations. The approximate Green's function is related to the solution of a discrete summation equation. The results of Anselone and Moore on collectively compact operators are then applied.
Similar content being viewed by others
References
Huss, R., andKalaba, R. E.,Invariant Imbedding and the Numerical Determination of Green's Functions, Journal of Optimization Theory and Applications, Vol. 6, No. 6, 1970.
Huss, R., Kagiwada, H. H., andKalaba, R. E.,A Cauchy System for the Green's Function and the Solution of a Two Point Boundary Value Problem, Journal of the Franklin Institute, Vol. 291, No. 1, 1971.
Angel, E., andBellman, R.,Dynamic Programming and Partial Differential Equations, Academic Press, New York, 1972.
Lovitt, W. V.,Linear Integral Equations, Dover Publications, New York, 1952.
Anselone, P. M.,Collectively Compact Operator Approximation Theory and Applications to Integral Equations, Prentice-Hall, Englewood Cliffs, New Jersey, 1971.
Looms, L. H., andSternberg, S.,Advanced Calculus, Addison-Wesley Publishing Company, Reading, Massachusetts, 1968.
Golberg, M. A.,Initial-Value Methods in the Theory of Fredholm Integral Equations, II, Journal of Optimization Theory and Applications, Vol. 9, No. 6, 1972.
Golberg, M. A.,Convergence of an Initial-Value Method for Fredholm Integral Equations (to appear).
Hille, E.,Lectures in Ordinary Differential Equations, Addison-Wesley Publishing Company, Reading, Massachusetts, 1968.
Additional Bibliography
Casti, J. L., andKalaba, R. E.,On the Equivalence Between a Cauchy System and Fredholm Integral Equations, University of Southern California, Technical Report No. 70–19, 1970.
Golberg, M. A.,Initial-Value Methods in the Theory of Fredholm Integral Equations, Journal of Optimization Theory and Applications, Vol. 9, No. 2, 1972.
Golberg, M. A.,An Initial Value Method for the Calculation of the Characteristic Values and Characteristic Functions of an Integral Operator, Journal of Mathematical Analysis and Applications (to appear).
Author information
Authors and Affiliations
Additional information
Communicated by R. E. Kalaba
This research was partially supported by UNLV Grant No. 001-060-4573.
Rights and permissions
About this article
Cite this article
Golberg, M.A. An initial-value method for the determination of Green's functions. J Optim Theory Appl 11, 506–516 (1973). https://doi.org/10.1007/BF00935663
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF00935663