Finite difference methods for two-point boundary value problems involving high order differential equations |
| |
Authors: | M. M. Chawla C. P. Katti |
| |
Affiliation: | (1) Department of Mathematics, Indian Institute of Technology Hauz Khas, New Delhi-29, India |
| |
Abstract: | We discuss the construction of finite difference schemes for the two-point nonlinear boundary value problem:y(2n)+f(x,y)=0,y(2j)(a)=A2j,y(2j)(b)=B2j,j=0(1)n–1,n2. In the case of linear differential equations, these finite difference schemes lead to (2n+1)-diagonal linear systems. We consider in detail methods of orders two, four and six for two-point boundary value problems involving a fourth order differential equation; convergence of these methods is established and illustrated by numerical examples. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|