A variable order finite difference method for nonlinear multipoint boundary value problems

M. Lentini, Víctor Pereyra

Mathematics of Computation · 1974 · 93 citations · 20 references

Concepts

Abstract

An adaptive finite difference method for first order nonlinear systems of ordinary differential equations subject to multipoint nonlinear boundary conditions is presented. The method is based on a discretization studied earlier by H. B. Keller. Variable order is provided through deferred corrections, while a built-in natural asymptotic estimator is used to automatically refine the mesh in order to achieve a required tolerance. Extensive numerical experimentation and a FORTRAN program are included.

References

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