Lie-Group Shooting/Boundary Shape Function Methods for Solving Nonlinear Boundary Value Problems

Abstract

In the numerical integration of the second-order nonlinear boundary value problem (BVP), the right boundary condition plays the role as a target equation, which is solved either by the half-interval method (HIM) or a new derivative-free Newton method (DFNM) to be presented in the paper. With the help of a boundary shape function, we can transform the BVP to an initial value problem (IVP) for a new variable. The terminal value of the new variable is expressed as a function of the missing initial value of the original variable, which is determined through a few integrations of the IVP to match the target equation. In the new boundary shape function method (NBSFM), we solve the target equation to obtain a highly accurate missing initial value, and then compute a precise solution. The DFNM can find more accurate left boundary values, whose performance is superior than HIM. Apparently, DFNM converges faster than HIM. Then, we modify the Lie-group shooting method and combine it to the BSFM for solving the nonlinear BVP with Robin boundary conditions. Numerical examples are examined, which assure that the proposed methods together with DFNM can successfully solve the nonlinear BVPs with high accuracy.