Application of invariant imbedding to linear multipoint boundary value problems with general boundary conditions

摘要

Two extensions of the usual application of invariant imbedding to the solution of linear boundary value problems are presented. The invariant imbedding formulation of a linear two point boundary value problem in which functional relationships are given between the variables at either one or both of the boundary points is presented. Also, extension of invariant imbedding to linear multipoint boundary value problems is given. Using these extensions singly or in combination, a general multipoint boundary value of linear ordinary differential equations can be solved. In addition, the problems of infinite initial conditions and / or indeterminate initial derivatives are resolved. Numerical examples demonstrate the feasibility and accuracy of the method.