Collocation Software for Boundary-Value ODEs

The use of a general-purpose code, COLSYS, is described. The code is capable of solving mixed-order systems of boundary-value problems in ordinary differential equations. The method of spline collocation at Gaussian points is implemented using a B-spline basis. Approximate solutions are computed on a sequence of automatically selected meshes until a user-specified set of tolerances is satisfied. A damped Newton's method is used for the nonlinear iteration. The code has been found to be particularly effective for difficult problems. It is intended that a user be able to use COLSYS easily after reading its algorithm description. The use of the code is then illustrated by examples demonstrating its effectiveness and capabilities.

[1]  C. D. Boor,et al.  On Calculating B-splines , 1972 .

[2]  H. J. Pesch,et al.  Comparing routines for the numerical solution of initial value problems of ordinary differential equations in multiple shooting , 1976 .

[3]  Robert D. Russell,et al.  A Collocation Solver for Mixed Order Systems of BVP''s , 1977 .

[4]  Víctor Pereyra,et al.  PASVA3: An Adaptive Finite Difference Fortran Program for First Order Nonlinear, Ordinary Boundary Problems , 1978, Codes for Boundary-Value Problems in Ordinary Differential Equations.

[5]  Richard Weiss,et al.  SOLVEBLOK: A Package for Solving Almost Block Diagonal Linear Systems , 1980, TOMS.

[6]  P. Deuflhard A stepsize control for continuation methods and its special application to multiple shooting techniques , 1979 .

[7]  Robert D. Russell,et al.  COLSYS - - A Collocation Code for Boundary - Value Problems , 1978, Codes for Boundary-Value Problems in Ordinary Differential Equations.

[8]  U. Ascher,et al.  A collocation solver for mixed order systems of boundary value problems , 1979 .

[9]  H. A. Watts,et al.  Superposition, Orthonormalization, Quasilinearization and Two-Point Boundary - Value Problems , 1978, Codes for Boundary-Value Problems in Ordinary Differential Equations.

[10]  V. Pereyra,et al.  An adaptive finite difference solver for nonlinear two point boundary problems with mild boundary layers. , 1975 .

[11]  U. Ascher Solving Boundary-Value Problems with a Spline-Collocation Code , 1980 .

[12]  Robert E. Ball,et al.  Improved finite difference formulas for boundary value problems , 1978 .

[13]  H. A. Watts,et al.  Computational Solution of Linear Two-Point Boundary Value Problems via Orthonormalization , 1977 .

[14]  Frederic Y. M. Wan The Dimpling of Spherical Caps , 1980 .

[15]  U. Ascher,et al.  Reformulation of Boundary Value Problems into “Standard” Form , 1981 .

[16]  James F. Holt,et al.  Numerical solution of nonlinear two-point boundary problems by finite difference methods , 1964, CACM.

[17]  Robert D. Russell,et al.  Evaluation of B-splines for Solving Systems of Boundary Value Problems , 1977 .