Discrete methods for boundary value problems with applications in plate deflection theory

In this report we survey numerical techniques of order 2, 4 and 6 for the solution of a two-point boundary value problem associated with a fourth-order linear ordinary differential equation. A sufficient condition guaranteeing a unique solution of the boundary value problem is also given. Numerical results are tabulated for two typical numerical examples and compared with some known methods including the shooting technique employing the classical fourth-order Runge-Kutta method.

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Zusammenfassung In dieser Arbeit werden numerische Methoden der Ordnung 2, 4 und 6 untersucht zur Lösung eines Zwei-Punkt Randwertproblemes für eine gewöhnliche lineare Differentialgleichung vierter Ordnung. Es wird eine hinreichende Bedingung gegeben die die eindeutige Lösung der Randwertaufgaben gewährleistet. Tabellen der numerischen Resultate werden für zwei typische Beispiele angegeben und mit gewissen bekannten Methoden verglichen, einschliesslich der Einschiess-Technik die die klassische Runge-Kutta Methode vierter Ordnung benützt.

     

Variational formulation of Hamiltonian boundary value problems

A variational formulation of Hamiltonian boundary value problems is given. The results are illustrated by Dirichlet problems for linear and nonlinear equations.     

Geometrical formulation of Hamiltonian boundary value problems

A geometrical formulation of nonlinear Hamiltonian boundary value problems is presented. It involves a distance geometry which is a generalization of hypercircle geometry for linear boundary value problems. The connection with dual extremum principles is also exhibited.     

Galerkin-wavelet methods for two-point boundary value problems

Summary Anti-derivatives of wavelets are used for the numerical solution of differential equations. Optimal error estimates are obtained in the applications to two-point boundary value problems of second order. The orthogonal property of the wavelets is used to construct efficient iterative methods for the solution of the resultant linear algebraic systems. Numerical examples are given.This work was supported by National Science Foundation     

Newton-like methods for two-point boundary value problems

A class of Newton-like methods for discrete two-point boundary value problems is constructed from the sum equation formulation of the problem. Each step of the Newton-like method can be described as first solving a system of linear algebraic equations. The solution vector of this system gives boundary values to a number of discrete boundary value problems which can be solved explicitly.     

On the impulsive boundary value problems for nonlinear Hamiltonian systems

In this work, we deal with two‐point boundary value problems for nonlinear impulsive Hamiltonian systems with sub‐linear or linear growth. A theorem based on the Schauder fixed point theorem is established, which gives a result that yields existence of solutions without implications that solutions must be unique. An upper bound for the solution is also established. Examples are given to illustrate the main result. Copyright © 2016 John Wiley & Sons, Ltd.     

Singular degenerate boundary value problems and applications

The boundary value problems for linear and nonlinear singular degenerate differential-operator equations are studied. We prove the well-posedeness of the linear problem and optimal regularity result for the nonlinear problem which occur in fluid mechanics, environmental engineering and in the atmospheric dispersion of pollutants.     

Multiderivative methods for non-linear second-order boundary value problems

Second-, fourth- and sixth-order methods are developed and analysed for the numerical solution of non-linear second order boundary value problems.The methods arise from a two-step recurrence relation involving exponential terms, these being replaced by Padé approximants.The methods are tested on two problems from the literature.     

Discontinuous Galerkin methods for periodic boundary value problems

This article considers the extension of well‐known discontinuous Galerkin (DG) finite element formulations to elliptic problems with periodic boundary conditions. Such problems routinely appear in a number of applications, particularly in homogenization of composite materials. We propose an approach in which the periodicity constraint is incorporated weakly in the variational formulation of the problem. Both H¹ and L² error estimates are presented. A numerical example confirming theoretical estimates is shown. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Existence-uniqueness and iterative methods for third-order boundary value problems

In this paper we shall provide necessary and sufficient conditions for the existence and uniqueness of solutions of third-order nonlinear differential equations satisfying three-point boundary conditions. For the linear case, we propose a constructive method which is a variation of the method of chasing. For the nonlinear problems sufficient conditions are provided to ensure the convergence of a general class of iterative methods. Several examples are also included.     

Efficient implementation of Gauss collocation and Hamiltonian boundary value methods

In this paper we define an efficient implementation for the family of low-rank energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs), recently defined in the last years. The proposed implementation relies on the particular structure of the Butcher matrix defining such methods, for which we can derive an efficient splitting procedure. The very same procedure turns out to be automatically suited for the efficient implementation of Gauss-Legendre collocation methods, since these methods are a special instance of HBVMs. The linear convergence analysis of the splitting procedure exhibits excellent properties, which are confirmed by a few numerical tests.     

Analysis of spectral Hamiltonian boundary value methods (SHBVMs) for the numerical solution of ODE problems

Numerical Algorithms - Recently, the numerical solution of stiffly/highly oscillatory Hamiltonian problems has been attacked by using Hamiltonian boundary value methods (HBVMs) as spectral methods...     

Collocation methods for solving linear differential-algebraic boundary value problems

Summary. We consider boundary value problems for linear differential-algebraic equations with variable coefficients with no restriction on the index. A well-known regularisation procedure yields an equivalent index one problem with d differential and a=n-d algebraic equations. Collocation methods based on the regularised BVP approximate the solution x by a continuous piecewise polynomial of degree k and deliver, in particular, consistent approximations at mesh points by using the Radau schemes. Under weak assumptions, the collocation problems are uniquely and stably solvable and, if the unique solution x is sufficiently smooth, convergence of order min {k+1,2k-1} and superconvergence at mesh points of order 2k-1 is shown. Finally, some numerical experiments illustrating these results are presented. Received October 1, 1999 / Revised version received April 25, 2000 / Published online December 19, 2000     

Higher-order finite volume methods for elliptic boundary value problems

This paper studies higher-order finite volume methods for solving elliptic boundary value problems. We develop a general framework for construction and analysis of higher-order finite volume methods. Specifically, we establish the boundedness and uniform ellipticity of the bilinear forms for the methods, and show that they lead to an optimal error estimate of the methods. We prove that the uniform local-ellipticity of the family of the bilinear forms ensures its uniform ellipticity. We then establish necessary and sufficient conditions for the uniform local-ellipticity in terms of geometric requirements on the meshes of the domain of the differential equation, and provide a general way to investigate the mesh geometric requirements for arbitrary higher-order schemes. Several useful examples of higher-order finite volume methods are presented to illustrate the mesh geometric requirements.     

Bounding functions methods for fully nonlinear boundary value problems

Using the bounding functions method and the theory of topological degree, this paper presents the existence criterion of solution for third-order BVP with nonlinear boundary conditions and extends the existing results.     

Composite mesh difference methods for elliptic boundary value problems

Summary The purpose of this paper is to develop composite mesh difference methods for elliptic boundary value problems over regions with curved, smooth boundaries. A curved mesh will cover an annular strip along the boundary of the region which is included in the mesh. For the rest of the region and for a suitable inner part of the annular strip a square or rectangular mesh will be used. On each mesh a difference approximation is set up as well as couplings between them. Only second order methods for second order elliptic equations will be treated in detail.This research was supported by the Swedish Institute for Applied Mathematics (ITM)