Application of projection algorithms to differential equations: boundary value problems
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Nonlinear boundary value problems for ordinary differential equations (34B15) Monotone operators and generalizations (47H05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Nonconvex programming, global optimization (90C26) Programming in abstract spaces (90C48)
Abstract: The Douglas-Rachford method has been employed successfully to solve many kinds of non-convex feasibility problems. In particular, recent research has shown surprising stability for the method when it is applied to finding the intersections of hypersurfaces. Motivated by these discoveries, we reformulate a second order boundary valued problem (BVP) as a feasibility problem where the sets are hypersurfaces. We show that such a problem may always be reformulated as a feasibility problem on no more than three sets and is well-suited to parallelization. We explore the stability of the method by applying it to several examples of BVPs, including cases where the traditional Newton's method fails.
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Cited in
(10)- Circumcentering reflection methods for nonconvex feasibility problems
- A product space reformulation with reduced dimension for splitting algorithms
- The Douglas-Rachford algorithm for convex and nonconvex feasibility problems
- The Douglas-Rachford algorithm for a hyperplane and a doubleton
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- Boundary equations with projections
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- Computable centering methods for spiraling algorithms and their duals, with motivations from the theory of Lyapunov functions
- Circumcentered reflections method for wavelet feasibility problems
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