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The -product approach for linear ODEs: A numerical study of the scalar case

Pozza, StefanoVan Buggenhout, Niel — 2023

Programs and Algorithms of Numerical Mathematics

Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the main ideas at the core of this approach in the simpler setting of a scalar ODE. Understanding the scalar case is fundamental since the method can be straightforwardly extended to the more challenging problem of systems of ODEs. Numerical examples illustrate the...

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