Numerical solution of two-point boundary value problems

Abstract

A new algorithm is presented for the numerical solution of linear and non-linear two-point boundary value problems with explicit type of boundary conditions. It is a systematic iterative method which reduces the problem to a corresponding initial value problem. The method has been tested to work for a set of 36 simultaneous differential equations 4 of which were non-linear.

Extension of this method for the more complicated case of implicit boundary conditions will be discussed in a separate paper.

Keywords:

• Two-point Boundary Value Problems
• Explicit Boundary Conditions
• Newton–Raphson Method
• Partial Derivatives

CR Categories::

• 5.17