On the computational solution of two-point boundary-value problems.
In this paper explicit expressions for solutions of Cauchy problems and two-point boundary value problems concerned with the generalized Riccati matrix differential equation are given. These explicit expressions are computable in terms of the data and solutions of certain algebraic Riccati equations related to the problem. The interplay between the algebraic and the differential problems is used in order to obtain approximate solutions of the differential problem in terms of those of the algebraic...
We consider the numerical solvability of the general linear boundary value problem for the systems of linear ordinary differential equations. Along with the continuous boundary value problem we consider the sequence of the general discrete boundary value problems, i.e. the corresponding general difference schemes. We establish the effective necessary and sufficient (and effective sufficient) conditions for the convergence of the schemes. Moreover, we consider the stability of the solutions of general...