A Sixth-order Tridiagonal Finite Difference Method for General Non-linear Two-point Boundary Value Problems |
| |
Authors: | CHAWLA M M |
| |
Institution: |
Department of Mathematics, Indian Institute of Technology Hauz Khas, New Delhi-29, India
|
| |
Abstract: | We present a sixth-order finite difference method for the generalsecond-order non-linear differential equation Y"=f(x, y, y')subject to the boundary conditions y(a) = A, y(b) = B. In thecase of linear differential equations, our finite differencescheme leads to tridiagonal linear systems. We establish, underappropriate conditions, O(h6)-convergence of the finite differencescheme. Numerical examples are given to illustrate the methodand its sixth-order convergence. |
| |
Keywords: | |
本文献已被 Oxford 等数据库收录! |
|