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ODEs:BVP

The typical 2-point boundary value problem may be written

displaymath509

Two examples are:

displaymath511

displaymath513

In each case, the general solution is tex2html_wrap_inline515 , and one should solve for A and B by substitution.

Theorem Consider the function f(x,u,v); if tex2html_wrap_inline519 and tex2html_wrap_inline521 for all u, v, then the BVP tex2html_wrap_inline523 has a unique solution.

Another related class of problems, the so-called eigenvalue problems, may be suggested by the example: Find all tex2html_wrap_inline525 such that tex2html_wrap_inline527 .

Speaking in general terms, there are three methods for solving BVPs numerically: shooting, difference methods, and collocation methods. We shall briefly highlight the last of these methods, spending our time on shooting and difference methods.



E. Bruce Pitman
Wed Apr 7 10:53:29 EDT 1999