A Variational Approach to Dynamical Systems and Its Numerical Simulation
2010 - P. Pedregal
Numerical Functional Analysis and Optimization 31, 814-830 (2010)
authors IMACI
Abtract
We propose and describe an alternative perspective to the study and numerical approximation of dynamical systems. It is based on a variational approach that seeks to minimize the quadratic error understood as a deviation of paths from being a solution of the corresponding system. Although this philosophy has been examined recently from the point of view of the direct method, we exploit optimality conditions and steepest descent strategies to establish precise and easy-to-implement numerical schemes for the approximation. We show the practical performance in a number of selected examples and indicate how this strategy, with minor changes, may also be used to deal with boundary value problems. Our emphasis is placed more so on relevant results that justify the numerical implementation and less on abstract theoretical results under optimal sets of assumptions.