Slope retention techniques for solving boundary-value problems in differential equations (Q1186703)

A methodic and analytic approach to the slope retention technique for solving boundary value problems (BVP) in differential equations is presented. This technique is used for BVP in ordinary differential equations as well as for elliptic partial differential equations solved by the method of lines. The initial slope \(s\) is retained symbolically and its correct value is determined in one forward pass by imposing at the other end boundary condition. Linear and non-linear problems can be treated. The eigenvalue problem is solved similarly. Stiff problems are confronted without instabilities. Numerous examples and a computer program illustrate the efficiency of the technique.