Numerical solution of singular boundary value problems by invariant imbedding

Linear boundary value problems for ordinary differential equations (34B05) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Review text

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.

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