On the Numerical Solution of Two-Point Boundary Value Problems
Abstract
This paper, presents a new numerical method for the solution of linear two-point boundary value problems of ordinary differential equations. After reducing the differential equation to a second kind integral equation. The latter are discretized via a high order Nystrom scheme. A somewhat involved analytical apparatus is then constructed which allows for the solution of the discrete system using O(N (dot) p2) operations, where N is the number of nodes on the interval and p is the desired order of convergence. Thus, the advantages of the integral equation formulation (small condition number, insensitivity to boundary layers, insensitivity to end-point singularities, etc.) are retained, while achieving a computational efficiency previously available only to finite difference or finite element methods. Keywords: Two-Point boundary value problems; Integral equations; Chebyshev polynomials; Approximation theory.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1989
- Accession Number
- ADA211244
Entities
People
- L. Greengard
- Vladimir Rokhlin
Organizations
- Yale University