### Abstract

This paper studies numerical solution of nonlinear two-point boundary value problems for second order ordinary differential equations. First, it establishes a connection between the finite difference method and the quasi-linearization method. We prove that using finite differences to discretize the sequence of linear differential equations arising from quasi-linearization (Newton method on operator level) leads to the usual iteration formula of the Newton finite difference method. From the provided derivation, it can easily be inferred that such a relation holds also for the Picard and the constant-slope methods. Based on this result, we propose a way of replacing the Newton, Picard, and constant-slope finite difference methods by respective successive application of the linear shooting method. This approach has a number of advantages. It removes the necessity of solving systems of algebraic equations, hence working with matrices, altogether. Compared to the usual finite difference method with general solver, it reduces the number of computational operations from O(N
^{3}
), where N is the number of mesh-points, to only O(N).

Original language | English |
---|---|

Pages (from-to) | 46-60 |

Number of pages | 15 |

Journal | Journal of Computational and Applied Mathematics |

Volume | 358 |

DOIs | |

Publication status | Published - Oct 1 2019 |

### Fingerprint

### Keywords

- Constant-slope
- Finite difference method
- Linear shooting
- Newton
- Picard
- Quasi-linearization

### ASJC Scopus subject areas

- Computational Mathematics
- Applied Mathematics

### Cite this

*Journal of Computational and Applied Mathematics*,

*358*, 46-60. https://doi.org/10.1016/j.cam.2019.03.004

**Replacing the finite difference methods for nonlinear two-point boundary value problems by successive application of the linear shooting method.** / Filipov, Stefan M.; Gospodinov, Ivan D.; Faragó, I.

Research output: Contribution to journal › Article

*Journal of Computational and Applied Mathematics*, vol. 358, pp. 46-60. https://doi.org/10.1016/j.cam.2019.03.004

}

TY - JOUR

T1 - Replacing the finite difference methods for nonlinear two-point boundary value problems by successive application of the linear shooting method

AU - Filipov, Stefan M.

AU - Gospodinov, Ivan D.

AU - Faragó, I.

PY - 2019/10/1

Y1 - 2019/10/1

N2 - This paper studies numerical solution of nonlinear two-point boundary value problems for second order ordinary differential equations. First, it establishes a connection between the finite difference method and the quasi-linearization method. We prove that using finite differences to discretize the sequence of linear differential equations arising from quasi-linearization (Newton method on operator level) leads to the usual iteration formula of the Newton finite difference method. From the provided derivation, it can easily be inferred that such a relation holds also for the Picard and the constant-slope methods. Based on this result, we propose a way of replacing the Newton, Picard, and constant-slope finite difference methods by respective successive application of the linear shooting method. This approach has a number of advantages. It removes the necessity of solving systems of algebraic equations, hence working with matrices, altogether. Compared to the usual finite difference method with general solver, it reduces the number of computational operations from O(N 3 ), where N is the number of mesh-points, to only O(N).

AB - This paper studies numerical solution of nonlinear two-point boundary value problems for second order ordinary differential equations. First, it establishes a connection between the finite difference method and the quasi-linearization method. We prove that using finite differences to discretize the sequence of linear differential equations arising from quasi-linearization (Newton method on operator level) leads to the usual iteration formula of the Newton finite difference method. From the provided derivation, it can easily be inferred that such a relation holds also for the Picard and the constant-slope methods. Based on this result, we propose a way of replacing the Newton, Picard, and constant-slope finite difference methods by respective successive application of the linear shooting method. This approach has a number of advantages. It removes the necessity of solving systems of algebraic equations, hence working with matrices, altogether. Compared to the usual finite difference method with general solver, it reduces the number of computational operations from O(N 3 ), where N is the number of mesh-points, to only O(N).

KW - Constant-slope

KW - Finite difference method

KW - Linear shooting

KW - Newton

KW - Picard

KW - Quasi-linearization

UR - http://www.scopus.com/inward/record.url?scp=85063203999&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85063203999&partnerID=8YFLogxK

U2 - 10.1016/j.cam.2019.03.004

DO - 10.1016/j.cam.2019.03.004

M3 - Article

AN - SCOPUS:85063203999

VL - 358

SP - 46

EP - 60

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

SN - 0377-0427

ER -