A numerical method for solving linear non-autonomous systems based on linear programming

摘要

In this article we propose an approximate solution method for solving linear non-autonomous systems with an initial condition. In this method, the initial value problem is transformed into a linear programming problem to obtain an approximate solution. The existence and uniqueness criterion for solution is also proved in a linear programming manner. Finally we propose a method to find the fundamental matrix of these systems. Numerical examples are considered. (c) 2005 Elsevier Inc. All rights reserved.