Numerical solution of singular boundary value problems by invariant imbedding (Q799080)

The authors adapt the invariant embedding method to apply to approximation of the solution of a singular two-point boundary value problem for the differential equation \((i)\quad f_ 0(x)y''+f_ 1(x)y'+f_ 2(x)y=Q(x),\quad x_ 0\leq x\leq b,\quad (ii)\quad y(x_ 0)=\alpha,\quad y(b)=\beta\) where \(f_ i(x)\) are analytic and \(x_ 0\) is a regular singular point. The procedure is to approximate the solution on a small interval \([x_ 0,\delta]\) by a series expansion and then to set up and solve a regular two-point boundary value problem on the interval [\(\delta\),b] by means of an invariant embedding method described by \textit{M. R. Scott} [Numer. Solut. Bound. Value Probl. ordin. differ. Equat., Proc. Symp. Baltimore 1974, 89-146 (1975; Zbl 0335.65032)]. Results of several trial computations using a DEC-1090 are presented which show that the method compares favorably to other applicable algorithms.