An initial-value method for the determination of Green's functions

The convergence of an initial-value method for computing the Green's function of a class of second-order differential operators is established. The proof relies on an interpolation procedure which is shown to generalize the Nyström method for Fredholm integral equations. The approximate Green's function is related to the solution of a discrete summation equation. The results of Anselone and Moore on collectively compact operators are then applied.This research was partially supported by UNLV Grant No. 001-060-4573.