One-step methods for two-point boundary value problems in ordinary differential equations with parameters (Q1332485): Difference between revisions

Consider the two-point boundary value problem for the first-order system \(y'(t)= f(t, y(t),\lambda)\) with boundary conditions \(y(a)= y_ a\in \mathbb{R}^ q\), \(B_ 1\lambda+ B_ 2 y(b)= b_ 0\in \mathbb{R}^ p\), where \(f: [a, b]\times \mathbb{R}^ q\times \mathbb{R}^ p\to \mathbb{R}^ q\) is continuous, \(\lambda\in \mathbb{R}^ p\) is a parameter, \(B_ 1\) and \(B_ 2\) are respectively \(p\times p\) and \(p\times q\) matrices. A solution \((\varphi,\lambda)\) of this boundary value problem consists of a function \(\varphi\in C^ 1[a, b]\to \mathbb{R}^ q\) and a parameter \(\lambda\in \mathbb{R}^ p\) that satisfy the problem. One step schemes for numerical solution of this problem are presented. The principal results are linear (or quadratic) convergence theorems for these schemes.