Solution of stiff boundary value problems by orthogonal collocation

Abstract

AbstractThe utility of the method of orthogonal collocation for solving stiff boundary value problems is investigated. To this end, the method is applied to a number of very stiff problems from the engineering and applied mathematics literature. The examples include both linear and non‐linear problems defined on both finite and infinite intervals, a singular perturbation problem, and an inherently unstable problem. The examples demonstrate the usefulness of the method for a wide variety of stiff problems, as well as some of its limitations.