On the maximal order of convergence of Green's function method for solving two-point boundary value problems with deviating argument (Q6181166): Difference between revisions

The paper studies numerical methods for the solution of two-point boundary value problems on an interval \([0, T]\) for higher-order differential equations with deviating argument, such as \[ x'''(t) = f[t, x(t), x(\varphi(t))], \] with various conditions on the values of \(x\) and its derivatives at the boundary points \(0, T\). Relative to known results, the convergence order is improved to \(O(h^3)\). It is argued that in all cases, the obtained convergence order (within the method) is optimal, third-order due to lack of higher smoothness of the Green's function. Important techniques are: 1) The use of known Green's functions, which are involved in the reformulation of the differential equation as an integral equation; 2) Picard iteration to solve this integral equation; 3) spline interpolation techniques for evaluation of the approximate solution at the deviating arguments; 4) Use of a corrected trapezoidal rule quadrature formula with \( O(h^4)\) error for the computation of the integral. The convergence results require the nonlinearity \(f\) to have `small' Lipschitz constants w.r. to the second and third argument; this smallness is of order \((1/T^k) \) where the exponent \(k\) depends on the order of the equation and on the smoothness degree of \(f\). These techniques are applied to second, third and fourth order equations, and tested in examples where simple exact analytical expressions for the solution are known.