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Correction of Numerical Integration as an Optimal Control Problem

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Abstract

The drift of numerical solution of a dynamical system off the integral and constraint surface is eliminated with the help of a gradient supplement to the equations of motion. This supplement makes the image point in the phase space to move along the normal to a given surface. The solution is compared with those obtained by integrating the generalized Hamilton–Dirac dynamics equations. The calculations were performed in Maple V R5 with the use of the standard subroutine dsolve/numeric for solving ordinary differential equations by the fourth-order Runge–Kutta method.

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Palii, Y.G. Correction of Numerical Integration as an Optimal Control Problem. Programming and Computer Software 28, 84–87 (2002). https://doi.org/10.1023/A:1014876817871

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