A transformation-based approach for solving stiff two-point boundary value problems

06/18/2021

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by   Denys Dragunov, et al.

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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 framework that allows to enhance "stiffness resistance" of pretty much all the known numerical methods for solving two-point BVPs. The latter is demonstrated on the example of the trapezoidal scheme with the corresponding C++ source code available at <https://github.com/imathsoft/MathSoftDevelopment>.