An introduction to regular splines and their application for initial value problems of ordinary differential equations

Abstract

This report describes an application of the general method of integrating initial value problems by means of regular splines for equations with movable singularities. By defining the families of functions that make up the regular splines such that they closely resemble the behaviour of the solutions of the differential equation, it is possible to trace the location of the singularities very precisely. To demonstrate this we treat Riccati differential equations. These are known to possess solutions with poles, usually of the first order. This type of differential equation or system arises in describing chemical or biological processes or more general control processes. To make the report self contained it starts with an introduction to regular splines and develops the algebraic tools for the manipulation of rational splines. After the description of the integration procedure, the asymptotic behaviour of the systematic error is investigated. An example exhibits the results obtained from the program given in Appendix A. Then Riccati equations are introduced and methods for the determination of the singularities are developed. These methods are tested numerically with several examples. The results are given in Appendix B