Numerical Methods for Stiff Two-Point Boundary Value Problems.

Abstract

The authors consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. They give robust difference approximations and present error estimates for these schemes. In particular they give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1983
Accession Number
ADA136427

Entities

People

  • D. L. Brown
  • H. Kreiss
  • N. K. Nichols

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Air Platforms
  • Autonomy
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Boundaries
  • Boundary Layer
  • Boundary Value Problems
  • Computational Fluid Dynamics
  • Computational Science
  • Computations
  • Contracts
  • Difference Equations
  • Differential Equations
  • Equations
  • Linear Systems
  • Mathematics
  • Military Research
  • Scientific Research
  • United States

Fields of Study

  • Mathematics

Readers

  • Linear Algebra