Theory of Functional Connections Applied to Linear ODEs Subject to Integral Constraints and Linear Ordinary Integro-Differential Equations

Abstract

This study shows how the Theory of Functional Connections (TFC) allows us to obtain fast and highly accurate solutions to linear ODEs involving integrals. Integrals can be constraints and/or terms of the differential equations (e.g., ordinary integro-differential equations). This study first summarizes TFC, a mathematical procedure to obtain constrained expressions. These are functionals representing all functions satisfying a set of linear constraints. These functionals contain a free function, g(x), representing the unknown function to optimize. Two numerical approaches are shown to numerically estimate g(x). The first models g(x) as a linear combination of a set of basis functions, such as Chebyshev or Legendre orthogonal polynomials, while the second models g(x) as a neural network. Meaningful problems are provided. In all numerical problems, the proposed method produces very fast and accurate solutions.

Keywords

• Theory of Functional Connections
• Ordinary Differential Equations
• integro-differential equations
• Extreme Learning Machine
• numerical methods