作者: Jack W. Mosevich
DOI: 10.1090/S0025-5718-1977-0426447-0
关键词: Integrating factor 、 Numerical partial differential equations 、 Mathematics 、 Mathematical analysis 、 Homogeneous differential equation 、 First-order partial differential equation 、 Separable partial differential equation 、 Delay differential equation 、 Stochastic partial differential equation 、 Differential equation
摘要: A numerical technique based on Galerkin's method is presented for computing unknown parameters or functions occurring in a differential equation whose solution known. Under certain conditions can be shown to exist the integral equa- tion formulation of this problem. It also that resulting nonlinear system nonsingular. 1. Introduction. In most mathematical modeling problems equations specific forms are derived which describe system. Values coefficients, constants functions, usually specified, and solutions calculated closed form, with little, if any, indication how coefficients estimated from observations. Clearly, inverse problem very interesting important but somewhat difficult. The purpose paper calculating (or system) supposing its That is, we assume function >» given derivative y continuous (0, T) such satisfies