Computing eigenfunctions of singular points in nonlinear parametrized two-point BVPs

DOI10.1016/J.APNUM.2008.03.010MaRDI QIDQ1007388zbMATH OpenOpenAlexFDO

Publication date 20 March 2009

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2008.03.010

bifurcation points eigenfunction good starting values numerical experiments path-following singular points turning points two-point boundary value problem

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Bifurcation theory for ordinary differential equations (34C23) Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Review text

The parametrized two-point boundary value problem (BVP) for a system of \(n\) nonlinear ordinary differential equations \[ x' (t) = f (t, x (t); \Lambda), \quad a < t < b,\tag{*} \] subject to n nonlinear boundary conditions \[ r(x(a), x (b); \Lambda) = 0\tag{**} \] is considered, where \( x \in \mathbb R^n, f : \Omega_1 \to \mathbb R^n, \Omega_1 \subset (a,b) \times \mathbb R^n \times \mathbb R, r : \Omega_2 \to \mathbb R^n, \Omega_2 \subset \mathbb R^n \times \mathbb R^n \times \mathbb R\) and \(\Lambda \in \mathbb R\) is a control parameter. In (*) and (**), \(f\) and \(r\) are assumed to be sufficiently smooth. Usually the iterative computation of singular points in parametrized nonlinear BVPs such as (*) and (**) by extended systems requires good starting values for the singular point itself and the corresponding eigenfunction. Such starting values are normally generated automatically using path-following techniques. However, the path-following techniques do not provide approximations for the eigen-function if the singularity is a bifurcation point. In this paper, the authors propose modifications of this standard technique delivering such starting values. It is based on an extended system by which singular as well as non-singular points can be determined. Three numerical experiments are furnished to illustrate the effectiveness of the proposed technique.

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