Piecewise shooting reproducing kernel method for linear singularly perturbed boundary value problems

In this letter, a new numerical method is proposed for solving second order linear singularly perturbed boundary value problems with left layers. Firstly a piecewise reproducing kernel method is proposed for second order linear singularly perturbed initial value problems. By combining the method and the shooting method, an effective numerical method is then proposed for solving second order linear singularly perturbed boundary value problems. Two numerical examples are used to show the effectiveness of the present method.     

An analytical approach for solving nonlinear boundary value problems in finite domains

Based on the homotopy analysis method (HAM), a general analytical approach for obtaining approximate series solutions to nonlinear two-point boundary value problems in finite domains is proposed. To demonstrate its effectiveness, this approach is applied to solve three nonlinear problems, and the analytical solutions obtained are more accurate than the numerical solutions obtained via the shooting method and the sinc-Galerkin method.     

Spectral corrections for Sturm–Liouville problems

The numerical solution of the Sturm–Liouville problem can be achieved using shooting to obtain an eigenvalue approximation as a solution of a suitable nonlinear equation and then computing the corresponding eigenfunction. In this paper we use the shooting method both for eigenvalues and eigenfunctions. In integrating the corresponding initial value problems we resort to the boundary value method. The technique proposed seems to be well suited to supplying a general formula for the global discretization error of the eigenfunctions depending on the discretization errors arising from the numerical integration of the initial value problems. A technique to estimate the eigenvalue errors is also suggested, and seems to be particularly effective for the higher-index eigenvalues. Numerical experiments on some classical Sturm–Liouville problems are presented.     

Efficient shooting method for solving two point boundary value problems

We present an efficient shooting method for solving two point boundary value problems. The Adomian decomposition method will be utilized to obtain a series solution of the initial value problems involved. Numerical examples and comparison of the work of others will also be done.     

Solution of the Falkner–Skan equation by recursive evaluation of Taylor coefficients

We present a computational method for the solution of the third-order boundary value problem characterized by the well-known Falkner–Skan equation on a semi-infinite domain. Numerical treatments of this problem reported in the literature thus far are based on shooting and finite differences. While maintaining the simplicity of the shooting approach, the method presented in this paper uses a technique known as automatic differentiation, which is neither numerical nor symbolic. Using automatic differentiation, a Taylor series solution is constructed for the initial value problems by calculating the Taylor coefficients recursively. The effectiveness of the method is illustrated by applying it successfully to various instances of the Falkner–Skan equation.     

Continuation and shooting methods for boundary value problems of Bernstein type

Fixed point continuation methods and shooting methods are combined to produce an effective numerical procedure for solving boundary value problems for nonlinear ordinary differential equations. Typical numerical solution schemes involve an iteration procedure. Continuation methods systematically generate good initial guesses and, when combined with a shooting method and an appropriate update procedure, give systematic means for the numerical solution of nonlinear boundary value problems. This paper concentrates on problems of Bernstein type, which arise naturally in the calculus of variations and in steady-state heat conduction.     

Invariant imbedding and multiple shooting for the solution of unstable linear boundary value problems

Invariant imbedding has been used to solve unstable linear boundary value problems for a few years. First this method is derived using the theory of characteristics; there the boundary value problem has to be imbedded in a problem of double dimension. If the corresponding Riccati equation has a critical length, one has to repeat the algorithm. A relation between this repeated invariant imbedding and multiple shooting is shown. In examples invariant imbedding, repeated invariant imbedding, multiple shooting and the superposition principle are compared.     

带参数微分方程边值问题的追赶法在流体力学中的应用

本文首先介绍带参数微分方程边值问题的追赶法(包括共轭方法及拟线性化方法),然后用追赶法计算流体力学润滑方程定解问题的一个实例.其数值结果比较满意.     

Boundary Value Problems for Third-Order Nonlinear Ordinary Differential Equations

In this paper, we describe how to analyze boundary value problems for third-order nonlinear ordinary differential equations over an infinite interval. Several physical problems of interest are governed by such systems. The seminumerical schemes described here offer some advantages over solutions obtained by using traditional methods such as finite differences, shooting method, etc. These techniques also reveal the analytic structure of the solution function. For illustrative purposes, several physical problems, mainly drawn from fluid mechanics, are considered; they clearly demonstrate the efficiency of the techniques presented here.     

n阶非线性常微分方程的非线性两点边值问题

本文利用打靶法,给出了ｎ阶非线性常微分方程具有非线性两点边界条件的边值问题存在解与存在唯一解的一般性结果,并将所得结果应用于Ｌｉｐｓｃｈｉｔｚ方程的两点过值问题,给出了存在解与存在唯一解的具体的充分条件。     

The convergence of shooting methods for singular boundary value problems

We investigate the convergence properties of single and multiple shooting when applied to singular boundary value problems. Particular attention is paid to the well-posedness of the process. It is shown that boundary value problems can be solved efficiently when a high order integrator for the associated singular initial value problems is available. Moreover, convergence results for a perturbed Newton iteration are discussed.

     

Numerische Behandlung von Verzweigungsproblemen bei gewöhnlichen Differentialgleichungen

Summary We present a new method for the numerical solution of bifurcation problems for ordinary differential equations. It is based on a modification of the classical Ljapunov-Schmidt-theory. We transform the problem of determining the nontrivial branch bifurcating from the trivial solution into the problem of solving regular nonlinear boundary value problems, which can be treated numerically by standard methods (multiple shooting, difference methods).

     

A collocation-shooting method for solving fractional boundary value problems

In this paper, we discuss the numerical solution of special class of fractional boundary value problems of order 2. The method of solution is based on a conjugating collocation and spline analysis combined with shooting method. A theoretical analysis about the existence and uniqueness of exact solution for the present class is proven. Two examples involving Bagley–Torvik equation subject to boundary conditions are also presented; numerical results illustrate the accuracy of the present scheme.     

The boundary element method for stochastic potential problems

Stochastic Dirichlet and Neumann boundary value problems and stochastic mixed problems have been formulated. As a result the stochastic singular integral equations have been obtained. A way of solving these equations by means of discretization of a boundary using stochastic boundary elements has been presented, resulting in a set of random algebraic equations. It has been proved that for Dirichlet and Neumann problems probabilistic characteristics (i.e. moments: expected value and correlation function) fulfilled deterministic singular integral equations. A numerical method of evaluation of moments on a boundary and inside a domain has been presented.     

带跳随机波动率模型的高阶ADI分裂格式

针对带跳随机波动率模型满足的偏积分微分方程,提出一种新的高阶交替方向隐式（ADI）有限差分格式,该模型是一个具有混合导数和非常数系数的对流扩散型初边值问题.我们将不同的高阶空间离散与时间步ADI分裂格式相结合,得到了一种空间四阶精度、时间二阶精度的有效方法,并采用Fourier方法分析了高阶ADI格式的稳定性.最后,通过对欧式看跌期权定价模型进行数值实验证实了数值方法的高阶收敛性.     

On the numerical solution of some finite-dimensional bifurcation problems

We consider numerical methods for solving finite-dimensional bifurcation problems. This paper includes the case of branching from the trivial solution at simple and multiple eigenvalues and perturbed bifurcation at simple eigenvalues. As a numerical example we treat a special rod buckling problem, where the boundary value problem is discretized by the shooting method.     

Improving performance when solving high-order and mixed-order boundary value problems in ODEs

Solving high-order or mixed-order boundary value problems by general purpose software often requires the system to be first converted to a larger equivalent first-order system. The cost of solving such problems is generally O(m ³), where m is the dimension of the equivalent first-order system. In this paper, we show how to reduce this cost by exploiting the special structure the “equivalent” first-order system inherits from the original associated mixed-order system. This technique applies to a broad class of boundary value methods. We illustrate the potential benefits by considering in detail a general purpose Runge–Kutta method and a multiple shooting method. This revised version was published online in June 2006 with corrections to the Cover Date.     

Enlarging the domain of convergence for multiple shooting by the homotopy method

Summary The homotopy method is a frequently used technique in overcoming the local convergence nature of multiple shooting. In this paper sufficient conditions are given that guarantee the homotopy process to be feasible. The results are applicable to a class of two-point boundary value problems. Finally, the numerical solution of two practical problems arising in physiology is described.     

基于嵌入式多项式混沌展开法的随机边界下流动与传热问题不确定性量化

提出了一种嵌入式多项式混沌展开(polynomial chaos expansion, PCE)的随机边界条件下流动与传热问题不确定性量化方法及有限元程序框架.该方法利用Karhunen-Loeve展开表达随机输入边界条件,以及嵌入式多项式混沌展开法表达输出随机场;同时利用谱分解技术将控制方程转化为一组确定性控制方程,并对每个多项式混沌进行求解得到其统计特征.与Monte-Carlo法相比,该方法能够准确高效地预测随机边界条件下流动与传热问题的不确定性特征,同时可以节省大量计算资源.     

The Existence of the Solution and the Globally Convergent Shooting Method for a Class of Two-Point Boundary Value Problems

A class of two-point boundary value problems are studied. A new existence theorem of solution is constructively proved and a globally convergent shooting method for it is given.