Applications of Galerkin's method to bifurcation and two-point boundary value problems

The modeling of physical systems inherently involves constructing a mathematical approximation from observable data and/or a priori assumptions. This study refines some recent work on causal interpolation and causal approximation as system modeling techniques. Sufficient conditions for causal interpolators to approximate continuous causal systems are established. State realizations for minimal norm causal interpolators are also established.     

Error bounds and variational methods for nonlinear boundary value problems

Complementary variational principles are used to deriveL ² andL error bounds for approximate solutions of nonlinear boundary value problems for ordinary differential equations.     

Newton's method with mesh refinements for numerical solution of nonlinear two-point boundary value problems

Summary The object of this paper is the numerical solution of nonlinear two-point boundary value problems by Newton's method applied to the discretized problem on successively refined grids. The first part consists of a theoretical development of a phenomenon that often occurs in practice, namely, that the number of iterations for Newton's method to converge to within a fixed tolerance and for a fixed starting vector is essentially independent of the mesh size. The second part develops a process based on these results for determining an efficient mesh refinement strategy. Numerical results are also provided.This work was supported by N.S.F. grant GJ42626     

A parametrization method for solving nonlinear two-point boundary value problems

A sharper version of the local Hadamard theorem on the solvability of nonlinear equations is proved. Additional parameters are introduced, and a two-parameter family of algorithms for solving nonlinear two-point boundary value problems is proposed. Conditions for the convergence of these algorithms are given in terms of the initial data. Using the right-hand side of the system of differential equations and the boundary conditions, equations are constructed from which initial approximations to the unknown parameters can be found. A criterion is established for the existence of an isolated solution to a nonlinear two-point boundary value problem. This solution is shown to be a continuous function of the data specifying the problem.     

A series method for solving nonlinear two-point boundary value problems

Summary A new method for solving nonlinear boundary value problems based on Taylor-type expansions generated by the use of Lie series is derived and applied to a set of test examples. A detailed discussion is given of the comparative performance of this method under various conditions. The method is of theoretical interest but is not applicable, in its present form, to real life problems; in particular, because of the algebraic complexity of the expressions involved, only scalar second order equations have been discussed, though in principle systems of equations could be similarly treated. A continuation procedure based on this method is suggested for future investigation.     

A modified continuation method for the numerical solution of nonlinear two-point boundary value problems by shooting techniques

Summary A modification of the well-known continuation (or homotopy) method for actual computation is worked out. Compared with the classical method, the modification seems to be a more reliable device for supplying useful initial data for shooting techniques. It is shown that computing time may be significantly reduced in the numerical solution of sensitive realistic two-point boundary value problems.     

Iterative continuation and the solution of nonlinear two-point boundary value problems

In this paper we present a unified function theoretic approach for the numerical solution of a wide class of two-point boundary value problems. The approach generates a class of continuous analog iterative methods which are designed to overcome some of the essential difficulties encountered in the numerical treatment of two-point problems. It is shown that the methods produce convergent sequences of iterates in cases where the initial iterate (guess),x ₀, is far from the desired solution. The results of some numerical experiments using the methods on various boundary value problems are presented in a forthcoming paper.     

A fourth-order accurate method for fourth-order two-point nonlinear boundary value problems

A fourth-order accurate finite difference method is developed for a class of fourth order nonlinear two-point boundary value problems. The method leads to a pentadiagonal scheme in the linear cases, which often arise in the beam deflection theory. The convergence of the method is tested numerically on examples from the literature.     

On nonlinear two-point boundary value problems for impulsive differential-algebraic problems

In this paper, we investigate boundary value problems for first order impulsive differential-algebraic problems with causal operators. Note that a corresponding boundary condition is given by a nonlinear function. Using a monotone iterative method we formulate general sufficient conditions under which such problems have solutions (extremal or a unique). An example shows that corresponding assumptions are satisfied. The results are new.     

On the solution of nonlinear two-point boundary value problems on successively refined grids

The solution of nonlinear two-point boundary value problems by adaptive finite difference methods ordinarily proceeds from a coarse to a fine grid. Grid points are inserted in regions of high spatial activity and the coarse grid solution is then interpolated onto the finer mesh. The resulting nonlinear difference equations are often solved by Newton's method. As the size of the mesh spacing becomes small enough. Newton's method converges with only a few iterations. In this paper we derive an estimate that enables us to determine the size of the critical mesh spacing that assures us that the interpolated solution for a class of two-point boundary value problems will lie in the domain of convergence of Newton's method on the next finer grid. We apply the estimate in the solution of several model problems.     

Error bounds for finite element solutions of mildly nonlinear elliptic boundary value problems

Summary The equivalence in a Hilbert space of variational and weak formulations of linear elliptic boundary value problems is well known. This same equivalence is proved here for mildly nonlinear problems where the right hand side of the differential equation involves the solution function. A finite element approximation to the solution of the weak problem ina finite dimensional subspace of the original Hilbert space is defined. An inequality bounding the error in this approximation over all functions of the space is derived, and in particular this holds for an interpolant to the weak solution. Thus this inequality, together with previously known, interpolation error bounds, produces a bound on the finite element solution to this nonlinear problem. An example of a mildly nonlinear Poisson problem is given.     

A Taylor series method for the numerical solution of two-point boundary value problems

Summary For the numerical solution of two-point boundary value problems a shooting algorithm based on a Taylor series method is developed. Series coefficients are generated automatically by recurrence formulas. The performance of the algorithm is demonstrated by solving six problems arising in nonlinear shell theory, chemistry and superconductivity.     

On the use of splines for the numerical solution of nonlinear two-point boundary value problems

Cubic splines on splines and quintic spline interpolations are used to approximate the derivative terms in a highly accurate scheme for the numerical solution of two-point boundary value problems. The storage requirement is essentially the same as for the usual trapezoidal rule but the local accuracy is improved fromO(h ³) to eitherO(h ⁶) orO(h ⁷), whereh is the net size. The use of splines leads to solutions that reflect the smoothness of the slopes of the differential equations.     

A high order method for the numerical solution of two-point boundary value problems

A one step finite difference scheme of order 4 for the numerical solution of the general two-point boundary value problemy=f(t,y),a t b, withg(y(a),y(b))=0 is presented. The global discretization error of the scheme is shown, in sufficiently smooth cases, to have an asymptotic expansion containing even powers of the mesh size only. This justifies the use of Richardson extrapolation (or deferred correction) to obtain high orders of accuracy. A theoretical examination of the new scheme for large systems of equations shows that for a given mesh size it generally requires about twice as much work as the Keller box scheme. However, the expectation of higher accuracy usually justifies this extra computational effort. Some numerical results are given which confirm these expectations and show that the new scheme can be generally competitive with the box scheme.     

B-spline collocation for solution of two-point boundary value problems

A numerical method based on B-spline is developed to solve the general nonlinear two-point boundary value problems up to order 6. The standard formulation of sextic spline for the solution of boundary value problems leads to non-optimal approximations. In order to derive higher orders of accuracy, high order perturbations of the problem are generated and applied to construct the numerical algorithm. The error analysis and convergence properties of the method are studied via Green’s function approach. O(h⁶) global error estimates are obtained for numerical solution of these classes of problems. Numerical results are given to illustrate the efficiency of the proposed method. Results of numerical experiments verify the theoretical behavior of the orders of convergence.     

Multiple solutions of two-point nonlinear boundary value problems

A quasi-linear boundary value problem has a solution with properties induced by oscillatory properties of the linear part of an equation. This result is proved for two dimensional systems. Consequences for Φ-Laplacian equations and problems with resonant linear parts are discussed.     

On Numerov's method for a class of strongly nonlinear two-point boundary value problems

The purpose of this paper is to give a numerical treatment for a class of strongly nonlinear two-point boundary value problems. The problems are discretized by fourth-order Numerov's method, and a linear monotone iterative algorithm is presented to compute the solutions of the resulting discrete problems. All processes avoid constructing explicitly an inverse function as is often needed in the known treatments. Consequently, the full potential of Numerov's method for strongly nonlinear two-point boundary value problems is realized. Some applications and numerical results are given to demonstrate the high efficiency of the approach.