A note on an adaptive algorithm based on Chebyshev coefficients for two-point boundary value problems

Authors

  • Wojciech L. Golik University of Missouri.

DOI:

https://doi.org/10.22199/S07160917.1998.0002.00005

Abstract

An adaptive version of an algorithm, first described by Greengard and Rokhlin, for numerical solution of two-point boundary value problems is proposed. The algorithm transforms two-point BVPs into integral equations, which are then solved by the Nyström method using Chebyshev quadratures. The dense system of algebraic equations is solved in recursively in O(N) operations. The a posteriori node addition algorithm based on the size of Chebyshev coefficients of the solution approximations yields a robust method. The proposed approach combines the advantages of integral formulation and fast solution of dense linear systems with an automatic resolution of boundary and internal layers.

Author Biography

Wojciech L. Golik, University of Missouri.

Department of Mathematics and Computer Science.

References

[1] L. Greengard and V. Rokhlin. On the Numerical Solution of Two-Point Boundary Value Problems. Communications on Pure and Applied Mathematics, 44 : pp. 419-452, (1991).

[2] C. T. H. Baker. The Numerical Treatment of Integral Equations. Clarendon Press, Oxford, (1977).

[3] C. W. Clenshaw and A. R. Curtis. A method for numerical integration on an automatic computer. Numer. Math., 2 : pp. 197-205, (1960).

[4] U. M. Ascher, R. M. M. Matheij, and R. D. Russell. Numerical solution of boundary value problems for ordinary dfferential equations. Series in Computational Mathematics. Prentice Hall, (1988).

[5] J. R. Cash. On the numerical integration of nonlinear two point bound-ary value problems using iterated deferred corrections, Part II. SIAM J. Numer. Anal., 25 : pp. 877-898, (1988).

Published

2018-04-04

How to Cite

[1]
W. L. Golik, “A note on an adaptive algorithm based on Chebyshev coefficients for two-point boundary value problems”, Proyecciones (Antofagasta, On line), vol. 17, no. 2, pp. 201-213, Apr. 2018.

Issue

Section

Artículos