Efficient finite differences for parameter-dependent singularities in two-point boundary value problems
bifurcation pointfinite difference schemesLU-factorizationNewton-type methodsnumerical examplesRichardson extrapolationturning pointtwo-point boundary value problems
Nonlinear boundary value problems for ordinary differential equations (34B15) Bifurcation theory for ordinary differential equations (34C23) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12)
The paper is concerned with finite difference schemes for two-point boundary value problems in turning -- or bifurcation point situations. The problem is augmented by bordering equations to regularize it, and the (regular) augmented problem is then treated by Newton-type methods and central difference approximations. The resulting linear systems are solved by blockwise LU-factorization, supported by Richardson extrapolation. Three numerical examples with second-order scalar equations illustrate the results.
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