Difference Schemes for Nonlinear BVPS on the Semiaxis

Autor: I.P. Gavrilyuk, M. Hermann, M.V. Kutniv, V.L. Makarov
Rok vydání: 2007
Předmět:
Zdroj: Computational Methods in Applied Mathematics. 7:25-47
ISSN: 1609-9389
1609-4840
DOI: 10.2478/cmam-2007-0002
Popis: The scalar boundary value problem (BVP) for a nonlinear second order differential equation on the semiaxis is considered. Under some natural assumptions it is shown that on an arbitrary finite grid there exists a unique three-point exact difference scheme (EDS), i.e., a difference scheme whose solution coincides with the projection of the exact solution of the given differential equation onto the underlying grid. A constructive method is proposed to derive from the EDS a so-called truncated difference scheme (n-TDS) of rank n, where n is a freely selectable natural number. The n-TDS is the basis for a new adaptive algorithm which has all the advantages known from the modern IVP-solvers. Numerical examples are given which illustrate the theorems presented in the paper and demonstrate the reliability of the new algorithm.
Databáze: OpenAIRE