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A high-order method for stiff boundary value problems
- Author(s): Brown, David
- Lorenz, Jens
- et al.
Abstract
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.