An effective spectral collocation method for the direct solution of high-order ODEs

This paper reports a new Chebyshev spectral collocation method for directly solving high-order ordinary differential equations (ODEs). The construction of the Chebyshev approximations is based on integration rather than conventional differentiation. This use of integration allows the multiple boundary conditions to be incorporated more efficiently. Numerical results show that the proposed formulation significantly improves the conditioning of the system and yields more accurate results and faster convergence rates than conventional formulations

A High-Order Method for Stiff Boundary Value Problems with Turning Points

This paper describes some high-order collocation-like methods for the numerical solution of stiff boundary-value problems with turning points. The presentation concentrates on the implementation of these methods in conjunction with the implementation of the a priori mesh construction algorithm introduced by Kreiss, Nichols and Brown [SIAM J. Numer. Anal., 23 (1986), pp. 325–368] for such problems. Numerical examples are given showing the high accuracy which can be obtained in solving the boundary value problem for singularly perturbed ordinary differential equations with turning points

Numerical Solution of ODEs and the Columbus' Egg: Three Simple Ideas for Three Difficult Problems

On computers, discrete problems are solved instead of continuous ones. One must be sure that the solutions of the former problems, obtained in real time (i.e., when the stepsize h is not infinitesimal) are good approximations of the solutions of the latter ones. However, since the discrete world is much richer than the continuous one (the latter being a limit case of the former), the classical definitions and techniques, devised to analyze the behaviors of continuous problems, are often insufficient to handle the discrete case, and new specific tools are needed. Often, the insistence in following a path already traced in the continuous setting, has caused waste of time and efforts, whereas new specific tools have solved the problems both more easily and elegantly. In this paper we survey three of the main difficulties encountered in the numerical solutions of ODEs, along with the novel solutions proposed.Comment: 25 pages, 4 figures (typos fixed

Evaluation of the stress singularities of plane V-notches in bonded dissimilar materials

According to the linear theory of elasticity, there exists a combination of different orders of stress singularity at a V-notch tip of bonded dissimilar materials. The singularity reflects a strong stress concentration near the sharp V-notches. In this paper, a new way is proposed in order to determine the orders of singularity for two-dimensional V-notch problems. Firstly, on the basis of an asymptotic stress field in terms of radial coordinates at the V-notch tip, the governing equations of the elastic theory are transformed into an eigenvalue problem of ordinary differential equations (ODEs) with respect to the circumferential coordinate h around the notch tip. Then the interpolating matrix method established by the first author is further developed to solve the general eigenvalue problem. Hence, the singularity orders of the V-notch problem are determined through solving the corresponding ODEs by means of the interpolating matrix method. Meanwhile, the associated eigenvectors of the displacement and stress fields near the V-notches are also obtained. These functions are essential in calculating the amplitude of the stress field described as generalized stress intensity factors of the V-notches. The present method is also available to deal with the plane V-notch problems in bonded orthotropic multi-material. Finally, numerical examples are presented to illustrate the accuracy and the effectiveness of the method

A Sixth-Order Extension to the MATLAB Package bvp4c of J. Kierzenka and L. Shampine

A new two-point boundary value problem algorithm based upon the MATLAB bvp4c package of Kierzenka and Shampine is described. The algorithm, implemented in a new package bvp6c, uses the residual control framework of bvp4c (suitably modified for a more accurate finite difference approximation) to maintain a user specified accuracy. The new package is demonstrated to be as robust as the existing software, but more efficient for most problems, requiring fewer internal mesh points and evaluations to achieve the required accuracy