This Chapter deals with various finite-difference methods for scalar boundary-value problems involving ordinary differential equations and for systems of such problems. The concepts of consistency, stability and convergence are introduced, as well as methods to increase the local solution precision by extrapolation. Shooting methods are offered as an alternative to difference methods in the case of non-linear equations and their systems. A separate Section is devoted to various types of discretizations that mirror the asymptotic physics regimes of the underlying differential equation. Collocation and weighted-residual methods are presented. Several approaches to boundary-value problems with eigenvalues are attempted: finite-difference methods, shooting methods involving the Prüfer transformation, and the Pruess method. We discuss problems with eigenvalues appearing in the boundary conditions and singular Sturm–Liouville problems. Examples and Problems include the non-linear Gelfand–Bratu equation, diffusion and reaction in a catalytic pellet, deflection of an inhomogeneous beam, the one-dimensional Schrödinger equation, and a boundary-layer problem.

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Boundary-Value Problems for ODE

  • Simon Širca,
  • Martin Horvat

摘要

This Chapter deals with various finite-difference methods for scalar boundary-value problems involving ordinary differential equations and for systems of such problems. The concepts of consistency, stability and convergence are introduced, as well as methods to increase the local solution precision by extrapolation. Shooting methods are offered as an alternative to difference methods in the case of non-linear equations and their systems. A separate Section is devoted to various types of discretizations that mirror the asymptotic physics regimes of the underlying differential equation. Collocation and weighted-residual methods are presented. Several approaches to boundary-value problems with eigenvalues are attempted: finite-difference methods, shooting methods involving the Prüfer transformation, and the Pruess method. We discuss problems with eigenvalues appearing in the boundary conditions and singular Sturm–Liouville problems. Examples and Problems include the non-linear Gelfand–Bratu equation, diffusion and reaction in a catalytic pellet, deflection of an inhomogeneous beam, the one-dimensional Schrödinger equation, and a boundary-layer problem.