An efficient approach for solving stiff nonlinear boundary value problems

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:345

Article

Makarov, Volodymyr L.¹  Dragunov, Denys, V¹ 

[1] Natl Acad Sci Ukraine, Inst Math, Dept Numer Math, 4,3 Tereschenkivska St, UA-01004 Kiev, Ukraine

关键词: Initial value problem;    Boundary value problem;    Stiffness;    Simple shooting method;    Multiple shooting method;    The Troesch's problem;   

DOI  :  10.1016/j.cam.2018.06.025

来源: Elsevier

【 摘 要 】

A new method for solving stiff two-point boundary value problems is described and compared to other known approaches using the Troesch's problem as a test example. The method is based on the general idea of alternate approximation of either the unknown function or its inverse and has a genuine immunity towards numerical difficulties invoked by the rapid variation (stiffness) of the unknown solution. A c++ implementation of the proposed method is available at https://github.comiimathsoft/MathSoftDevelopment. (C) 2018 Elsevier B.V. All rights reserved.

【 授权许可】

Free