A numerical analysis of two point boundary value problem algorithms

Abstract

The mathematical modeling of optimal control system problems is a method applied in industry to obtain correct electrical and mechanical design parameters once the system equations have been derived. The algorithms required to implement the control loop for these applications must provide stable, relatively accurate, efficient solutions. The purpose of this paper is to address the computational characteristics which would concern a system designer in the consideration of the selection of an effective algorithm to implement a two-point boundary value problem solution. Three Invariant Imbedding Algorithms are evaluated for a worst case and a best case problem by an adaptation of four methods of analysis. The areas of computer science, numerical analysis and Turing Machine Theory are drawn upon in these methods to implement and compare the computational form of the algorithms. The four analysis techniques indicated consistent results for the three two-point boundary value problem algorithms considered. Applications of two-point boundary value problem algorithms occur in problems of nuclear reactor heat transfer, pollution control, fluidics, vibration and magnetics.