Convergence of numerical solution of a fourth-order boundary value problem (Q2491025): Difference between revisions
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English | Convergence of numerical solution of a fourth-order boundary value problem |
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Convergence of numerical solution of a fourth-order boundary value problem (English)
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18 May 2006
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A quintic spline solution is described for the numerical solution of a class of fourth order boundary value problems of the type \[ \begin{aligned} \frac{d^4y}{dx^4}+f(x)y&=g(x),\quad a\leq x\leq b,\\ y(a)&=\alpha_1,\quad y(b)=\alpha_2,\\ y'(a)&=\beta_1,\quad y'(b)=\beta_2, \end{aligned} \] where \(\alpha_i,\beta_i, i=1,2\) are finite real numbers. Boundary condition formulas of orders \(O(h^6)\) and \(O(h^8)\) are formulated and the convergence of the method is established. It is shown that the matrix associated with the system of linear equations need not be monotone. However, \(f(x)\) must be positive. Numerical examples are given to illustrate the method developed.
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fourth order boundary value problem
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quintic spline
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convergence
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error bound
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monotone matrix
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numerical examples
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