Numerische Mathematik

, Volume 19, Issue 1, pp 1-28

First online:

A collocation method for boundary value problems

  • R. D. RussellAffiliated withColorado State University
  • , L. F. ShampineAffiliated withColorado State University

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Collocation with piecewise polynomial functions is developed as a method for solving two-point boundary value problems. Convergence is shown for a general class of linear problems and a rather broad class of nonlinear problems. Some computational examples are presented to illustrate the wide applicability and efficiency of the procedure.