A new code based on higher derivative method has been implemented in Maple. A sample code is given below and explained. Because of the symbolic nature of Maple, this method works very well for a wide range of BVP problems.
The code solves BVPs written in the first order form dy/dx = f (Maple’s dsolve numeric converts general BVPs to this form and solves).
The code can handle unknown parameters in the model if sufficient boundary conditions are provided.
This code has been tested from Maple 8 to Maple 2017. For Digits:=15 or less, this code works in all of the Maple versions tested.
Most problems can be solved with Digits:=15 with atol = 1e-10 or so. This code can be used to get a tolerance value of 1e-20 or any high precision as needed by changing the number of Digits accordingly. This may be needed if the original variables are not properly sacled. With arbitrarily high Digits, the code fails in Maple 18 or later version, etc because Maple does not support SparseDirect Solver at high precision in some of the versions (hopefuly this bug can be removed in the future versions).
For simple problems, Maple’s dsolve/numeric is superior to the code developed as it is implemented in hardware floats. For large scale problems and stiff problems, the method developed is much more superior to Maple and comparable to (and often times better than) state of the art codes for BVPs - bvp4c (MATLAB), COLSYS,TWPBVP, etc.
The code, as written, cannot be used for problems with a singularity at end points (doable in the future). In addition, mixed boundary conditions are not supported in this version of the code (for example, y1(1)=y2(0)). Future updates will include the application of this approach for DAE-BVPs, currently not supported by Maple’s dsolve/numeric command.
A paper has been submitted to JCAM. I welcome feedback on the code and solicit input from Mapleprimes members if they are able to test (and break this code) for any BVP.
PDF of the paper submitted, example maple code and the solver as a text file needed are uploaded here. Additional examples are hosted on my website at http://depts.washington.edu/maple/HDM.html
Download Example_3_Troesch.mws