On the Numerical Solution of Linear Differential Equations with Interval Coefficients

Abstract

In this study, we consider Initial Value Problem (IVP) for a linear differential equation with interval coefficients. The initial values of the problem are taken as intervals, too. We interpret the interval IVP as a set of classical IVPs, and we investigate the bunch (set) of their solutions. We define this bunch to be the solution of the interval IVP. We develop a numerical method to find the upper and lower bounds of the solution bunch. We apply the method to an example and illustrate the solution.