An efficient approach for solving stiff nonlinear boundary value problems

Abstract

A new method for solving stiff two-point boundary value problems is described and compared to other known approaches using the Troesch’s problem as a test example. The method is based on the general idea of alternate approximation of either the unknown function or its inverse and has a genuine “immunity” towards numerical difficulties invoked by the rapid variation (stiffness) of the unknown solution. A c++ implementation of the proposed method is available at https://github.com/imathsoft/MathSoftDevelopment .