A fourth-order finite difference method for a class of singular two-point boundary value problems. (Q1855902): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0096-3003(01)00255-7 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2022636776 / rank | |||
Normal rank |
Latest revision as of 10:22, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A fourth-order finite difference method for a class of singular two-point boundary value problems. |
scientific article |
Statements
A fourth-order finite difference method for a class of singular two-point boundary value problems. (English)
0 references
28 January 2003
0 references
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.
0 references
monotone matrix
0 references
convergence
0 references
non-uniform spacing
0 references
numerical examples
0 references
0 references
0 references
0 references
0 references
0 references