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A new approach for solving stiff boundary value problems for systems of ordinary differential equations is presented. Its idea essentially generalizes and extends that from arXiv:1601.04272v8. The approach can be viewed as a methodology…

Numerical Analysis · Mathematics 2021-11-30 Denys Dragunov

This paper presents an adaptive multiple-shooting method to solve stochastic multi-point boundary value problems. The heuristic to choose the shooting points is based on separating the effects of drift and diffusion terms and comparing the…

Numerical Analysis · Mathematics 2017-07-05 Ali Foroush Bastani , Davood Damircheli

This paper presents high-order numerical methods for solving boundary value problems associated with the Lane-Emden equation, which frequently arises in astrophysics and various nonlinear models. A major challenge in studying this equation…

Numerical Analysis · Mathematics 2025-08-28 Dang Quang A , Nguyen Thanh Huong , Vu Vinh Quang

Nonlinear boundary value problems (BVPs) by means of the classical Lie symmetry method are studied. A new definition of Lie invariance for BVPs is proposed by the generalization of existing those on much wider class of BVPs. A class of…

Mathematical Physics · Physics 2012-11-30 Roman Cherniha , Sergii Kovalenko

The exhaustive group classification of a class of variable coefficient generalized KdV equations is presented, which completes and enhances results existing in the literature. Lie symmetries are used for solving an initial and boundary…

Mathematical Physics · Physics 2014-04-01 O. O. Vaneeva , N. C. Papanicolaou , M. A. Christou , C. Sophocleous

We use the standard multiple shooting method to solve a linear two point boundary-value problem. To ensure that the solution obtained by combining the partial solutions is continuous and satisfies the boundary conditions, we have to solve a…

Numerical Analysis · Mathematics 2011-05-12 Ivo Hedtke

This paper shows how to use the shooting method, a classical numerical algorithm for solving boundary value problems, to compute the Riemannian distance on the Stiefel manifold $\mathrm{St}(n,p)$, the set of $ n \times p $ matrices with…

Numerical Analysis · Mathematics 2023-09-08 Marco Sutti

An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…

Numerical Analysis · Mathematics 2019-07-17 Duggirala Meher Krishna , Duggirala Ravi

We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…

In this paper we report and compare the numerical results for an ocean circulation model obtained by the classical truncated boundary formulation, the free boundary approach and a quasi-uniform grid treatment of the problem. We apply a…

Numerical Analysis · Mathematics 2013-10-09 Riccardo Fazio , Alessandra Jannelli

We consider the boundary value problems (BVPs) for linear secondorder ODEs with a strongly positive operator coefficient in a Banach space. The solutions are given in the form of the infinite series by means of the Cayley transform of the…

Numerical Analysis · Mathematics 2020-07-06 V. L. Makarov , N. V. Mayko

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

A matrix framework is presented for the solution of ODEs, including initial-, boundary and inner-value problems. The framework enables the solution of the ODEs for arbitrary nodes. There are four key issues involved in the formulation of…

Numerical Analysis · Mathematics 2013-04-19 Matthew Harker , Paul O'Leary

In this paper we consider the numerical solution of fractional terminal value problems (FDE-TVPs). In particular, the proposed procedure uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced…

Numerical Analysis · Mathematics 2024-11-05 Luigi Brugnano , Gianmarco Gurioli , Felice Iavernaro

We propose a fast algorithm for the probabilistic solution of boundary value problems (BVPs), which are ordinary differential equations subject to boundary conditions. In contrast to previous work, we introduce a Gauss--Markov prior and…

Machine Learning · Statistics 2021-06-16 Nicholas Krämer , Philipp Hennig

We solve by Chebyshev spectral collocation some genuinely nonlinear Liouville-Bratu-Gelfand type, 1D and a 2D boundary value problems. The problems are formulated on the square domain $[-1, 1]\times[-1, 1]$ and the boundary condition…

Numerical Analysis · Mathematics 2020-11-30 Calin-Ioan Gheorghiu

We investigate the existence and multiplicity of solutions for higher order discrete boundary value problems via critical point theory.

Classical Analysis and ODEs · Mathematics 2011-11-23 Mikołaj Pepłoński

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

The direct shooting method is a classic approach for the solution of Optimal Control Problems (OCPs). It parameterizes the control variables and transforms the OCP to the Nonlinear Programming (NLP) problem to solve. This method is easy to…

Optimization and Control · Mathematics 2021-03-30 Sheng Zhang , Jiang-Tao Huang

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao