A mathematical theory for numerical treatment of nonlinear two-point boundary value problems (Q2493487): Difference between revisions
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English | A mathematical theory for numerical treatment of nonlinear two-point boundary value problems |
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A mathematical theory for numerical treatment of nonlinear two-point boundary value problems (English)
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19 June 2006
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The authors study the boundary value problem \[ -(p(x)u(x))'+f(x,u(x),u'(x)) = 0, \quad a \leq x \leq b, \] \[ \alpha_0 u(a) - \alpha_1 u'(a) = \alpha, \quad \beta_0 u(b) - \beta_1 u(b) = \beta, \] where \(p(x) > 0\) on \([a,b]\), \(\alpha_0, \alpha_1, \beta_0, \beta_1 \geq 0\), \(\alpha_0+\beta_0 > 0\), \(\alpha_0 + \alpha_1 > 0\), \(\beta_0 + \beta_1 > 0\). The first result of this paper is analytic. The authors obtain some criteria for existence and uniqueness under the assumptions of the continuity of \(f(x,u,v)\) and the uniform Lipschitz continuity in \(u\) and \(v\) on \(\mathcal R = [a,b] \times \mathbb{R} \times \mathbb{R}\) (\(p(x)\) is assumed to be continuously differentiable). The additional assumptions are \(\frac{\partial f}{\partial u} \geq 0\) and \(\left| \frac{\partial f}{\partial v} \right| \leq M\) for some \(M>0\) on \(\mathcal R\). This result is obtained using the Schauder fixed-point theorem and improves several known results. Two more results is this paper deal with a discrete boundary value problem. Firstly, the existence and uniqueness criteria, in this case, are established based on an application of the Brouwer fixed-point theorem. Secondly, under additional assumption on \(p\) and \(f\), the discrete Sturm-Liouville boundary value problem is shown to have the second-order accuracy \(O(h^2)\), where \(h\) is the maximum step mesh size. The paper generalizes and extends several known results. It may be found useful not only for a numerical analyst but also for those interested in the fixed-point theory for difference equations.
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two-point boundary value problems
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existence of solution
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fixed-point theorems
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finite difference methods
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