A numerical method for solving linear non-autonomous systems based on linear programming

doi:10.1016/j.amc.2005.11.046

A numerical method for solving linear non-autonomous systems based on linear programming

2006-07-01

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Hamed Hashemi Mehne *

DOI：10.1016/j.amc.2005.11.046

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In this article we propose an approximate solution method for solving linear non-autonomous systems with an initial condition. In this method, the initial value problem is transformed into a linear programming problem to obtain an approximate solution. The existence and uniqueness criterion for solution is also proved in a linear programming manner. Finally we propose a method to find the fundamental matrix of these systems. Numerical examples are considered. (c) 2005 Elsevier Inc. All rights reserved.

Keyword:

discretization

initial value problems

linear programming

non-autonomous linear systems

A numerical method for solving linear non-autonomous systems based on linear programming

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