Precise integration method for a class of singular two-point boundary value problems

In this paper we present a precise integration method based on high order multiple perturbation method and reduction method for solving a class of singular twopoint boundary value problems.Firstly,by employing the method of variable coefficient dimensional expanding,the non-homogeneous ordinary differential equations（ODEs） are transformed into homogeneous ODEs.Then the interval is divided evenly,and the transfer matrix in every subinterval is worked out using the high order multiple perturbation method,and a set of algebraic equations is given in the form of matrix by the precise integration relation for each segment,which is worked out by the reduction method.Finally numerical examples are elaboratedd to validate the present method.

Alternating Direction Implicit Orthogonal Spline Collocation on Non-Rectangular Regions

The alternating direction implicit(ADI)method is a highly efficient technique for solving multi-dimensional time dependent initial-boundary value problems on rectangles.When the ADI technique is coupled with orthogonal spline collocation(OSC)for discretization in space we not only obtain the global solution efficiently but the discretization error with respect to space variables can be of an arbitrarily high order.In[2],we used a Crank Nicolson ADI OSC method for solving general nonlinear parabolic problems with Robin’s boundary conditions on rectangular polygons and demonstrated numerically the accuracy in various norms.A natural question that arises is:Does this method have an extension to non-rectangular regions?In this paper,we present a simple idea of how the ADI OSC technique can be extended to some such regions.Our approach depends on the transfer of Dirichlet boundary conditions in the solution of a two-point boundary value problem(TPBVP).We illustrate our idea for the solution of the heat equation on the unit disc using piecewise Hermite cubics.