Computation of Green's function of the bounded solutions problem
Provides an incremental computational method for a known problem in applied mathematics.
The paper presents a method for computing Green's function for bounded solutions of linear ODEs using Newton interpolating polynomials, with an error estimate. No concrete numerical results are provided.
It is well known that the equation $x'(t)=Ax(t)+f(t)$, where $A$ is a square matrix, has a unique bounded solution $x$ for any bounded continuous free term $f$, provided the coefficient $A$ has no eigenvalues on the imaginary axis. This solution can be represented in the form \begin{equation*} x(t)=\int_{-\infty}^{\infty}\mathcal G(t-s)x(s)\,ds. \end{equation*} The kernel $\mathcal G$ is called Green's function. In the paper, a representation of Green's function in the form of the Newton interpolating polynomial is used for approximate calculation of $\mathcal G$. An estimate of the sensitivity of the problem is given.