A Numerical Method for Singular Boundary-Value Problems

This note is concerned with an iterative method for the solution of singular boundary value problems. It can be considered as a predictor-corrector method. Sufficient conditions for the convergence of the method are introduced. A number of numerical examples are used to study the applicability of the method.

Numerical Solution of Singularly Perturbed Two-Point Boundary Value Problem via Liouville-Green Transform

In this paper, authors describe a Liouville-Green transform to solve a singularly perturbed two-point boundary value problem with right end boundary layer in the interval [0, 1]. They reply Liouville-Green transform into original given problem and finds the numerical solution. Then they implemented this method on two linear examples with right end boundary layer which nicely approximate the exact solution.

Precise integration method for solving singular perturbation problems

This paper presents a precise method for solving singularly perturbed boundary-value problems with the boundary layer at one end. The method divides the interval evenly and gives a set of algebraic equations in a matrix form by the precise integration relationship of each segment. Substituting the boundary conditions into the algebraic equations, the coefficient matrix can be transformed to the block tridiagonal matrix. Considering the nature of the problem, an efficient reduction method is given for solving singular perturbation problems. Since the precise integration relationship introduces no discrete error in the discrete process, the present method has high precision. Numerical examples show the validity of the present method.

Finite-Difference Methods for a Class of Strongly Nonlinear Singular Perturbation Problems

The paper is concerned with strongly nonlinear singularly perturbed bound- ary value problems in one dimension.The problems are solved numerically by finite- difference schemes on special meshes which are dense in the boundary layers.The Bakhvalov mesh and a special piecewise equidistant mesh are analyzed.For the central scheme,error estimates are derived in a discrete L^1 norm.They are of second order and decrease together with the perturbation parameterε.The fourth-order Numerov scheme and the Shishkin mesh are also tested numerically.Numerical results showε-uniform pointwise convergence on the Bakhvalov and Shishkin meshes.

A Pseudo-Spectral Scheme for Systems of Two-Point Boundary Value Problems with Left and Right Sided Fractional Derivatives and Related Integral Equations

We target here to solve numerically a class of nonlinear fractional two-point boundary value problems involving left-and right-sided fractional derivatives.The main ingredient of the proposed method is to recast the problem into an equivalent system of weakly singular integral equations.Then,a Legendre-based spectral collocation method is developed for solving the transformed system.Therefore,we can make good use of the advantages of the Gauss quadrature rule.We present the construction and analysis of the collocation method.These results can be indirectly applied to solve fractional optimal control problems by considering the corresponding Euler–Lagrange equations.Two numerical examples are given to confirm the convergence analysis and robustness of the scheme.

Coupling of high order multiplication perturbation method and reduction method for variable coefcient singular perturbation problems

Based on the precise integration method （PIM）, a coupling technique of the high order multiplication perturbation method （HOMPM） and the reduction method is proposed to solve variable coefficient singularly perturbed two-point boundary value prob lems （TPBVPs） with one boundary layer. First, the inhomogeneous ordinary differential equations （ODEs） are transformed into the homogeneous ODEs by variable coefficient dimensional expansion. Then, the whole interval is divided evenly, and the transfer ma trix in each sub-interval is worked out through the HOMPM. Finally, a group of algebraic equations are given based on the relationship between the neighboring sub-intervals, which are solved by the reduction method. Numerical results show that the present method is highly efficient.

High order multiplication perturbation method for singular perturbation problems

This paper presents a high order multiplication perturbation method for sin- gularly perturbed two-point boundary value problems with the boundary layer at one end. By the theory of singular perturbations, the singularly perturbed two-point boundary value problems are first transformed into the singularly perturbed initial value problems. With the variable coefficient dimensional expanding, the non-homogeneous ordinary dif- ferential equations （ODEs） are transformed into the homogeneous ODEs, which are then solved by the high order multiplication perturbation method. Some linear and nonlinear numerical examples show that the proposed method has high precision.

Approximate Solution of the Singular-Perturbation Problem on Chebyshev-Gauss Grid

Matrix methods, now-a-days, are playing an important role in solving the real life problems governed by ODEs and/or by PDEs. Many differential models of sciences and engineers for which the existing methodologies do not give reliable results, these methods are solving them competitively. In this work, a matrix methods is presented for approximate solution of the second-order singularly-perturbed delay differential equations. The main characteristic of this technique is that it reduces these problems to those of solving a system of algebraic equations, thus greatly simplifying the problem. The error analysis and convergence for the proposed method is introduced. Finally some experiments and their numerical solutions are given.

Optimal L_∞ Estimates for Galerkin Methods for Nonlinear Singular Two-point Boundary Value Problems

In this paper, we apply the symmetric Galerkin methods to the numerical solutions of a kind of singular linear two-point boundary value problems. We estimate the error in the maximum norm. For the sake of obtaining full superconvergence uniformly at all nodal points, we introduce local mesh refinements. Then we extend these results to a class of nonlinear problems. Finally, we present some numerical results which confirm our theoretical conclusions.

Approximate Solutions to the Hamilton-Jacobi Equations for Generating Functions

For a nonlinear finite time optimal control problem,a systematic numerical algorithm to solve the Hamilton-Jacobi equation for a generating function is proposed in this paper.This algorithm allows one to obtain the Taylor series expansion of the generating function up to any prescribed order by solving a sequence of first order ordinary differential equations recursively.Furthermore,the coefficients of the Taylor series expansion of the generating function can be computed exactly under a certain technical condition.Once a generating function is found,it can be used to generate a family of optimal control for different boundary conditions.Since the generating function is computed off-line,the on-demand computational effort for different boundary conditions decreases a lot compared with the conventional method.It is useful to online optimal trajectory generation problems.Numerical examples illustrate the effectiveness of the proposed algorithm.