A sixth order tridiagonal finite difference method for non-linear two-point boundary value problems

We present a new sixth order finite difference method for the second order differential equationy=f(x,y) subject to the boundary conditionsy(a)=A,y(b)=B. An interesting feature of our method is that each discretization of the differential equation at an interior grid point is based onfive evaluations off; the classical second order method is based on one and the well-known fourth order method of Noumerov is based on three evaluations off. In case of linear differential equations, our finite difference scheme leads to tridiagonal linear systems. We establish, under appropriate conditions, the sixth order convergence of the finite difference method. Numerical examples are considered to demonstrate computationally the sixth order of the method.