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A numerical continuation method for parameter-dependent boundary value problems using bvpsuite 2.0

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Abstract

The Matlab package bvpsuite 2.0 is a numerical collocation code for the approximation of solutions of a broad range of boundary value problems in ordinary differential equations. In this article, its newly implemented pathfollowing module with automated step-length control is presented. Two versions using the pseudo-arclength continuation method, allowing pathfollowing beyond turning points, were developed, both taking advantage of the existing features of bvpsuite 2.0 such as error estimation and mesh adaptation. The first version is based on the Gauss-Newton method. The second version is now contained in the package bvpsuite 2.0 and uses its built-in iterative method, the Fast Frozen Newton method. Their operating principles are presented and their performance is compared by means of the computation of some pathfollowing problems. Furthermore, the results of computations with bvpsuite 2.0 for a problem with path bifurcations are presented.
... The classes of the first and second order BVPs in singular ODEs have been extensively studied and various approaches to their numericals solution have been proposed, among them finite difference schemes and collocation methods, 1 see [18,19,26,38,39]. Collocation schemes proved especially robust and efficient and therefore, they have been used in many codes as basic solvers, see Fortran codes, COLSYS [6] and COLNEW [5,8], and Matlab codes MIRKDC [17], bvp4c [34,35], sbvp [3], and bvpsuite [4,22,24]. ...
... Collocation method and bvpsuite2.0In the scope of the code are BVPs for systems of implicit mixed order4 ODEs, ( , 1 , ..., , 1 ( ), ′ 1 ( ), ..., ( 1 ) 1 ( ), ..., ( ), ′ ( ), ..., ( ) ( )) = 0, (8) ( 1 , ..., , 1 ( 1 ), ..., ( 1 −1) 1 ( 1 ), ..., ( 1 ), ..., ( −1) ( 1 ), ..., 1 ( ), ..., ( 1 −1) 1 ...
... The codes colsys/colnew/colmod use Gauss-Legendre formulas of high order [2,5]. Also the code bvpsuite [3] is based on collocation and it is possible to choose as collocation points the zeros of the Legendre polynomial. In all the cited codes the adopted continuous extension is the collocation piecewise polynomial p which in this case is just C 0 smooth. ...
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