Solving higher-order nonlocal boundary value problems with high precision by the fixed quasi Newton methods

IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Mathematics and Computers in Simulation Pub Date : 2025-06-01 Epub Date: 2025-01-04 DOI:10.1016/j.matcom.2024.12.024
Chein-Shan Liu , Yung-Wei Chen , Jian-Hung Shen , Yen-Shen Chang
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Abstract

The paper presents a numerical solution of a higher-order nonlocal and nonlinear boundary value problem (NNBVP); it exhibits triple nonlinearities: nonlinear ordinary differential equation (ODE), nonlinear local boundary values and nonlinear integral boundary conditions (BCs). We consider one nonlocal, two nonlocal and three nonlocal BCs. New variables are incorporated, whose values at right-end present the integral parts in the specified nonlocal BCs. For an extremely precise solution of NNBVP, it is crucial to acquire highly accurate initial values of independent variables by solving target equations very accurately. Because of the implicit form of the target equations, they are solved by a fixed quasi-Newton method (FQNM) without calculating the differentials, which together with the shooting technique would offer nearly exact initial values. Higher-order numerical examples are examined to assure that the proposed methods are efficient to achieve some highly accurate solutions with 14- and 15-digit precisions, whose computational costs are very saving as reflected in the small number of iterations. The computed order of convergence (COC) reveals that the iterative methods converge faster than linear convergence. The novelty lies on the introduction of new variables to present the nonlocal boundary conditions, and develop FQNM to solve the target equations. The difficult part of nonlinear and nonlocal BC is simply transformed to find an ended value of the new variable governed by an ODE. When the constant iteration matrix is properly established, the numerical examples of NNBVP reveal that FQNM is convergent fast and is not sensitive to the initial guesses of unknown initial values.
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用固定拟牛顿法求解高精度高阶非局部边值问题
给出了一类高阶非局部非线性边值问题(NNBVP)的数值解;它表现出三重非线性:非线性常微分方程(ODE)、非线性局部边值和非线性积分边界条件(bc)。我们考虑一个非本地bc,两个非本地bc和三个非本地bc。加入了新的变量,其右端值表示指定的非局部bc中的整部分。对于NNBVP的极精确解,通过非常精确地求解目标方程获得高精度的自变量初值是至关重要的。由于目标方程的隐式形式,采用固定准牛顿法求解,不需要计算微分,结合射击技术可以得到接近精确的初值。通过对高阶数值算例的检验,证明了所提出的方法能够有效地获得14位和15位精度的高精度解,迭代次数少,计算成本低。计算的收敛阶(COC)表明迭代方法的收敛速度比线性收敛快。其新颖之处在于引入新的变量来表示非局部边界条件,并发展FQNM来求解目标方程。非线性和非局部BC的难点是简单地转换为找到由ODE控制的新变量的结束值。当适当地建立常数迭代矩阵时,NNBVP的数值算例表明,FQNM收敛速度快,并且对未知初值的初始猜测不敏感。
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来源期刊
Mathematics and Computers in Simulation
Mathematics and Computers in Simulation 数学-计算机:跨学科应用
CiteScore
8.90
自引率
4.30%
发文量
335
审稿时长
54 days
期刊介绍: The aim of the journal is to provide an international forum for the dissemination of up-to-date information in the fields of the mathematics and computers, in particular (but not exclusively) as they apply to the dynamics of systems, their simulation and scientific computation in general. Published material ranges from short, concise research papers to more general tutorial articles. Mathematics and Computers in Simulation, published monthly, is the official organ of IMACS, the International Association for Mathematics and Computers in Simulation (Formerly AICA). This Association, founded in 1955 and legally incorporated in 1956 is a member of FIACC (the Five International Associations Coordinating Committee), together with IFIP, IFAV, IFORS and IMEKO. Topics covered by the journal include mathematical tools in: •The foundations of systems modelling •Numerical analysis and the development of algorithms for simulation They also include considerations about computer hardware for simulation and about special software and compilers. The journal also publishes articles concerned with specific applications of modelling and simulation in science and engineering, with relevant applied mathematics, the general philosophy of systems simulation, and their impact on disciplinary and interdisciplinary research. The journal includes a Book Review section -- and a "News on IMACS" section that contains a Calendar of future Conferences/Events and other information about the Association.
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