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

A numerical method for solving linear non-autonomous systems based on linear programming (Q2507820)

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A numerical method for solving linear non-autonomous systems based on linear programming
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    A numerical method for solving linear non-autonomous systems based on linear programming (English)
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    5 October 2006
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    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.
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    discretization
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    initial value problems
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    linear programming
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    non-autonomous linear systems
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    numerical examples
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