A variational difference scheme for the one-dimensional diffusion equation

In this paper we construct a homogeneous variational difference scheme for the diffusion equation assuming its coefficients to be bounded and measurable; the order of convergence of the scheme is O(h²). We consider the boundary value problem (1) $$frac{d}{{dx}}left( {K(x)frac{{du}}{{dx}}} right) - g(x)u = - frac{{dF}}{{dx}},0< x< X$$ subject to the boundary conditions (2) $$u(0) = a,u(X) = b$$ .