A fourth-order finite difference method for a class of singular two-point boundary value problems. (Q1855902): Difference between revisions

This paper concerns numerical approximation of the (singular) boundary value problem of the following form \[ (x^\alpha y')'=f(x,y), \quad x\in(0,1), \] \[ y(0)=A,\qquad y(1)=B, \] with \(\alpha\in(0,1)\) and \({\partial f\over\partial y}>0\), continuous. With the help of the identity known before \[ {{y_{k+1}-y_k}\over J_k}-{{y_k -y_{k-1}}\over J_{k-1}}= {{I_k^+}\over J_k}+{{I_k^-}\over J_{k-1}},\quad k=1,2,\dots,N-1, \] where \[ J_k={{(x_{k+1}^{1-\alpha}-x_k^{1-\alpha})}\over{1-\alpha}} \] and \(I_k^+\), \(I_k^-\) are some integrals depending on \(\alpha\), \(f\), \(x_k\), and \(x_{k-1}\), the author derives a finite difference scheme with non-uniform spacing: \(x_k=(kh)^{1\over(1-\alpha)}\), \(h>0\). Under the additional assumption that \(f\in C^4\) this scheme is proved to converge as fast as \(h^4\). Two numerical examples illustrate this result.