A variable order finite difference method for nonlinear multipoint boundary value problems

An adaptive finite difference method for first order nonlinear systems of ordinary differential equations subject to multipoint nonlinear boundary conditions is presented. The method is based on a discretization studied earlier by H. B. Keller. Variable order is provided through deferred corrections, while a built-in natural asymptotic estimator is used to automatically refine the mesh in order to achieve a required tolerance. Extensive numerical experimentation and a FORTRAN program

[1]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[2]  P. Henrici Discrete Variable Methods in Ordinary Differential Equations , 1962 .

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

[4]  S. M. Roberts,et al.  The Kantorovich theorem and two-point boundary value problems , 1966 .

[5]  Victor Pereyra Iterated deferred corrections for nonlinear operator equations , 1967 .

[6]  P. G. Ciarlet,et al.  Numerical methods of high-order accuracy for nonlinear boundary value Problems , 1968 .

[7]  Philippe G. Ciarlet,et al.  Numerical methods of high-order accuracy for nonlinear boundary value problems , 1968 .

[8]  Victor Pereyna Iterated deferred corrections for nonlinear boundary value problems , 1968 .

[9]  J. Falkenberg A method for integration of unstable systems of ordinary differential equation subject to two-point boundary conditions , 1968 .

[10]  On higher-order numerical methods for nonlinear two-point boundary value problems , 1969 .

[11]  M. R. Osborne On shooting methods for boundary value problems , 1969 .

[12]  Richard S. Varga,et al.  The effect of quadrature errors in the numerical solution of boundary value problems by variational techniques , 1969 .

[13]  H. Keller,et al.  Accurate Difference Methods for Linear Ordinary Differential Systems Subject to Linear Constraints , 1969 .

[14]  S. M. Roberts,et al.  A Perturbation Technique for Nonlinear Two-Point Boundary Value Problems , 1969 .

[15]  Victor Pereyra HIGHLY ACCURATE NUMERICAL SOLUTION OF CASILINEAR ELLIPTIC BOUNDARY VALUE PROBLEMS IN N DIMENSIONS. , 1970 .

[16]  A. C. Allison,et al.  The numerical solution of coupled differential equations arising from the Schrödinger equation , 1970 .

[17]  James M. Ortega,et al.  Iterative solution of nonlinear equations in several variables , 2014, Computer science and applied mathematics.

[18]  H. B. Keller A New Difference Scheme for Parabolic Problems , 1971 .

[19]  J. Varah,et al.  On the Solution of Block-Tridiagonal Systems Arising from Certain Finite-Difference Equations* , 1972 .

[20]  J. Stoer Einfiihrung in die numerische mathematik i , 1972 .

[21]  V. Pereyra Variable order variable step finite difference methods for nonlinear boundary value problems , 1974 .

[22]  H. Keller Accurate Difference Methods for Nonlinear Two-Point Boundary Value Problems , 1974 .