A free boundary approach and keller's box scheme for BVPs on infinite intervals

Abstract

A free boundary approach for the numerical solution of boundary value problems (BVPs) governed by a third-order differential equation and defined on infinite intervals was proposed recently [SIAM J. Numer. Anal., 33 (1996), pp. 1473–1483]. In that approach, the free boundary (that can be considered as the truncated boundary) is unknown and has to be found as part of the solution. This eliminates the uncertainty related to the choice of the truncated boundary in the classical treatment of BVPs defined on infinite intervals. In this article, we investigate some open questions related to the free boundary approach. We recall the extension of that approach to problems governed by a system of first-order differential equations, and for the solution of the related free boundary problem we consider now the reliable Keller's box difference scheme. Moreover, by solving a challenging test problem of interest in foundation engineering, we verify that the proposed approach is applicable to problems where none of the solution components is a monotone function.

Keywords:

• Nonlinear boundary-value problems
• Infinite intervals
• Free boundary formulation
• Finite difference methods

Acknowledgement

The research of this work was partially supported by the Italian “MURST”.