Numerical solution of two-point boundary value problems

eigenvalue hydrodynamic stability integral conditions iterative refinement linear multipoint schemes Orr-Sommerfeld eigenproblem stiff problems system of first order equations two-point boundary value problems

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) 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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Review text

This rather long paper presents an original formulation of two-point boundary value and eigenvalue problems expressed as a system of first order equations. The difference of the method from other conventional ones is the introduction of conditions of an integral character to supplement the simultaneous set of first-order equations. For example, a second-order boundary value problem \(Y=F(Y',Y,x),\) \(Y(a)=\alpha\) and \(Y(b)=\beta\) is equivalently transformed into the system of two first- order equations: \(Z'=F(Z,Y,x),\int^{b}_{a}Zdx=\beta -\alpha,\) \(Y'=Z,\) \(Y(a)=\alpha\) or \(Y(b)=\beta.\) The consideration of integral conditions leads to establish a class of linear multipoint schemes for the numerical solution of boundary value problems. Furthermore, the global character of the integral conditions combined with the block structure of the system of algebraic equations allow dealing with stiff problems by means of the classical procedure of iterative refinement. Several linear and nonlinear problems illustrate the properties of the numerical schemes. Among them, the Orr-Sommerfeld eigenproblem of hydrodynamic stability is solved to exhibit the accuracy and efficiency of the method.

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