An invariant imbedding algorithm for the solution of inhomogeneous linear two-point boundary value problems

作者: Richard C. Allen , G. Milton Wing

DOI: 10.1016/0021-9991(74)90004-7

关键词: MathematicsScalar (mathematics)Riccati equationMathematical analysisInvariant imbeddingAlgorithmPoint boundaryBoundary value problem

摘要: Abstract An algorithm is developed for the numerical solution of inhomogeneous linear twopoint boundary value problems using method invariant imbedding. The handles case in which standard Riccati equation imbedding fails to have a over entire interval interest. Very general sets conditions are imposed. While development scalar only, all steps generalize readily matrix equations. efficient program implementing has been written and several examples solved by method. Some these such nature that more integration schemes provide unsatisfactory results.

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