Collocation-variational approaches for solving differential-algebraic and integral-algebraic equations

Time: Tuesday morning, 7th November, 2023. From 9AM to 10 AM

Venue: room 611 (612), building A6, Institute of mathematics, VAST, 18 Hoang Quoc Viet road, Hanoi.

Abstract: The report is devoted to the approximate solution of differential-algebraic and integro-algebraic equations. It is proposed to use collocation difference schemes for such problems. As a result of this approach, we will have an underdetermined system of linear algebraic equations. We will treat this system as equality-type constraints for one special mathematical programming problem. The objective function that needs to be minimized is a certain analogue of the norm of an approximate solution. As a result, we will have a standard mathematical programming problem: find the minimum of the objective function (a specially selected norm of the approximate solution) under constraints of equalities-type. (collocation conditions). This problem is solved by the Lagrange multiplier method.