Numerical methods for sixth-order boundary-value problems

Abstract

A family of numerical methods is developed for the solution of special nonlinear sixth-order boundary-value problems. Methods with second-, fourth-, sixth- and eighth-order convergence are contained in the family. Global extrapolation procedures on two and three grids, which increase the order of convergence, are outlined. A second-order convergent method is discussed for the numerical solution of general nonlinear sixth-order boundary-value problems. This method, with modifications where necessary, is applied to the sixth-order eigenvalue problems associated with the onset of instability in a Bénard layer. Numerical results are compared with asymptotic estimates appearing in the literature.