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.     

A collocation method for singularly perturbed two-point boundary value problems with splines in tension

An error bound for the collocation method by spline in tension is developed for a nonlinear boundary value problemay+by+cy=f(·,y),y(0)=y ₀,y(1)=y ₁. Sharp error bounds for the interpolating splines in tension are used in conjunction with recently obtained formulae for B-splines, to develop an error bound depending on the tension parameters and net spacing. For singularly perturbed boundary value problems (|a|=1), the representation of the error motivates a choice of tension parameters which makes the convergence of the collocation method problem at least linear. The B-representation of the spline in tension is also used in the actual computations. Some numerical experiments are given to illustrate the theory.Supported by grant 1-01-254 of the Ministry of Science and Technology, Croatia.     

A collocation method for solving a class of singular nonlinear two-point boundary value problems

In this paper, an iterative algorithm for solving singular nonlinear two-point boundary value problems is formulated. This method is basically a collocation method for nonlinear second-order two-point boundary value problems with singularities at either one or both of the boundary points. It is proved that the iterative algorithm converges to a smooth approximate solution of the BVP provided the boundary value problem is well posed and the algorithm is applied appropriately. Error estimates for uniform partitions are also investigated. It has been shown that, for sufficiently smooth solutions, the method produces order h⁴ approximations. Numerical examples are provided to show the effectiveness of the algorithm.     

A collocation method for boundary value problems

Collocation with piecewise polynomial functions is developed as a method for solving two-point boundary value problems. Convergence is shown for a general class of linear problems and a rather broad class of nonlinear problems. Some computational examples are presented to illustrate the wide applicability and efficiency of the procedure.     

AnO(h 6) quintic spline collocation method for fourth order two-point boundary value problems

AnO(h ⁶) collocation method based on quintic splines is developed and analyzed for general fourth-order linear two-point boundary value problems. The method determines a quintic spline approximation to the solution by forcing it to satisfy a high order perturbation of the original boundary value problem at the nodal points of the spline. A variation of this method is formulated as a deferred correction method. The error analysis of the new method and its numerical behavior is presented.This research was supported by AFOSR grant 84-0385.     

Variational iteration method for solving two-point boundary value problems

Variational iteration method is introduced to solve two-point boundary value problems. Numerical results demonstrate that the method is promising and may overcome the difficulty arising in Adomian decomposition method.     

AC 0-collocation-like method for two-point boundary value problems

Summary A method of a collocation type based onC ⁰-piecewise polynomial spaces is presented for a two-point boundary value problem of the second order. The method has an optimal order of convergence under smoothness requirements on the exact solution which are weaker than forC ¹-collocation methods. If the differential operator is symmetric, a modification of this method leads to a symmetric system of linear equations. It is shown that if the collocation solution is a piecewise polynomial of degree not greater thanr, the method is stable and convergent with orderh ^r inH ¹-norm. A similar symmetric modification forC ⁰-colloction-finite element method [7] is also obtained. Superconvergence at the nodes is established.     

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 fourth/second order accurate collocation method for singularly perturbed two-point boundary value problems using tension splines

Summary.   The collocation tension spline is considered as a numerical solution of a singularly perturbed two-point boundary value problem: . The collocation points are chosen as a generalization of the classical Gaussian points. Unlike the traditional approach, we employ the B-spline representation in the analysis. This leads to global quadratic convergence of the method for small perturbation parameters, and, for large values, the order of convergence is four. Received October 4, 1996 / Revised version received September 23, 1999 / Published online October 16, 2000     

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.     

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.     

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     

An efficient computational method for linear fifth-order two-point boundary value problems

In this paper, we present a new algorithm to solve general linear fifth-order boundary value problems (BVPs) in the reproducing kernel space . Representation of the exact solution is given in the reproducing kernel space. Its approximate solution is obtained by truncating the n-term of the exact solution. Some examples are displayed to demonstrate the computational efficiency of the method.     

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.     

The optimal exponentially-fitted Numerov method for solving two-point boundary value problems

Second order boundary value problems are solved by means of exponentially-fitted Numerov methods. These methods, which depend on a parameter, can be constructed following a six-step flow chart of Ixaru and Vanden Berghe [L.Gr. Ixaru, G. Vanden Berghe, Exponential Fitting, Kluwer Academic Publishers, Dordrecht, 2004]. Special attention is paid to the expression of the error term of such methods. An algorithm concerning the choice of the best suited method and its parameter is discussed. Several numerical examples are given to sustain the theory.     

Exponential B-spline collocation method for self-adjoint singularly perturbed boundary value problems

We present an exponential B-spline collocation method for self-adjoint singularly perturbed boundary value problem. The convergence analysis is given and the method is shown to have second order uniform convergence. Numerical experiments are conducted to demonstrate the efficiency of the method.