A numerical method for boundary value problems for singularly perturbed fourth-order ordinary differential equations
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摘要
Singularly perturbed two-point boundary value problems (BVPs) for fourth-order ordinary differential equations (ODEs) with a small positive parameter multiplying the highest derivative are considered. A numerical method is suggested in this paper to solve such problems. In this method, the given BVP is transformed into a system of two ODEs subject to suitable boundary conditions. Then the domain of definition of the differential equation (a closed interval) is divided into three non-overlapping sub-intervals, which we call them inner regions (boundary layers) and outer region. Then the DE is solved in these intervals separately. The solutions obtained in these regions are combined to give a solution in the entire interval. To obtain terminal boundary conditions (boundary values inside this interval) we use mostly zero-order asymptotic expansion of the solution of the BVP. First, linear equations are considered and then non-linear equations. To solve non-linear equations, Newton's method of quasi-linearization is applied. The present method is demonstrated by providing examples. The method is easy to implement and suitable for parallel computing.
论文关键词:Fourth-order ordinary differential equation,Singularly perturbed problems,Self-adjoint boundary value problem,Asymptotic expansion,Boundary layer,Finite difference scheme,Exponentially fitted difference scheme
论文评审过程:Available online 14 May 2002.
论文官网地址:https://doi.org/10.1016/S0096-3003(01)00040-6