Continuous orthonormalization for boundary value problems
Continuous orthonormalizationinitial value methodnumerical examplesOrr-Sommerfeld eigenvalue problemoscillatorystiff
Linear boundary value problems for ordinary differential equations (34B05) Ordinary differential operators (34L99) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)
Continuous orthonormalization describes an initial value method for linear two-point boundary value problems \(y'=A(t)y+r(t)\), \(0<t<1\), \(By(0)=\alpha_ 0\), \(g(y(1))=0\), which provides an orthogonal basis for the solution space at all points of the interval. The equations of continuous orthonormalization are derived with elementary projection arguments to provide geometric insight and motivate some modification of the earlier algorithm by \textit{A. Davey} [J. Comput. Phys. 51, 343-356 (1983; Zbl 0516.65065)]. The method is then applied to some oscillatory and stiff boundary value problems to demonstrate that it is simple to use, problem independent, and as adaptive as the initial value code which is used to integrate the equations of continuous orthonormalization. Three numerical examples, including the Orr-Sommerfeld eigenvalue problem, are given to illustrate the method.
- Accurate solution of the Orr–Sommerfeld stability equation
- An automatic orthonormalization method for solving stiff boundary-value problems
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- Initial value methods for boundary value problems. Theory and application of invariant imbedding
- Numerical solution of Orr-Sommerfeld-type equations
- General framework, stability and error analysis for numerical stiff boundary value methods
- Analysis of the effects of a pulsed electromagnetic field on the dynamic response of electrically conductive composites
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- Stable continuous orthonormalisation techniques for linear boundary value problems
- Continuous Orthonormalization for Multi-point Problems for Linear Ordinary Differential Equations
- Krylov Approximations for Matrix Square Roots in Stiff Boundary Value Problems
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- Numerical solution of two-point boundary value problems
- Computing Lyapunov exponents on a Stiefel manifold
- The exponential of skew-symmetric matrices: a nearby inverse and efficient computation of derivatives
- Numerical solution of eigenvalue problems for linear boundary value ODEs
- Numerical implementation of complex orthogonalization, parallel transport on Stiefel bundles, and analyticity
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