Some recent developments of Numerov's method

Citation
Rp. Agarwal et Ym. Wang, Some recent developments of Numerov's method, COMPUT MATH, 42(3-5), 2001, pp. 561-592
Citations number
38
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN journal
08981221 → ACNP
Volume
42
Issue
3-5
Year of publication
2001
Pages
561 - 592
Database
ISI
SICI code
0898-1221(200108/09)42:3-5<561:SRDONM>2.0.ZU;2-F
Abstract
This paper is a survey of some recent developments of Numerov's method for solving nonlinear two-point boundary value problems. The survey consists of three different parts: the existence-uniqueness of a solution, computation al algorithm for computing a solution, and some extensions of Numerov's met hod. The sufficient conditions for the existence and uniqueness of a soluti on are presented. Some of them are best possible. Various iterative methods are reviewed, including Picard's iterative method, modified Newton's itera tive method. monotone iterative method, and accelerated monotone iterative method. In particular, two more direct monotone iterative methods are prese nted to save computational work. Each of these iterative methods not only g ives a computational algorithm for computing a solution, but also leads to an existence (and uniqueness) theorem. The estimate on the rate of converge nce of the iterative sequence is given. The extensions of Numerov's method to a coupled problem and a general problem are addressed. The numerical res ults are presented to validate the theoretical analysis. (C) 2001 Elsevier Science Ltd. All rights reserved.