An Efficient Numerical Algorithm For Solving Linear Differential Equations of Arbitrary Order And Coefficients

Document Type: Research Paper

Authors

1 Department of Electrical Engineering‎, ‎Islamshahr Branch‎, ‎Islamic Azad University‎, ‎Tehran‎, ‎Iran.

2 Department of Mathematics, Islamshahr Branch, Islamic Azad University, Tehran, Iran.

Abstract

Referring to one of the recent works of the authors, presented in~\cite{differentialbpf}, for numerical solution of linear differential equations, an alternative scheme is proposed in this article to considerably improve the accuracy and efficiency. For this purpose, triangular functions as a set of orthogonal functions are used. By using a special representation of the vector forms of triangular functions and the related operational matrix of integration, solving the differential equation reduces to solve a linear system of algebraic equations. The formulation of the method is quite general, such that any arbitrary linear differential equation may be solved by it. Moreover, the algorithm does not include any integration and, instead, uses just sampling of functions, that results in a lower computational complexity. Also, the formulation of this approach needs no modification when a singularity occurs in the coefficients of differential equation. Some problems are numerically solved by the proposed method to illustrate that it is much more accurate and applicable than the prior method in~\cite{differentialbpf}.

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