A second order spline finite difference method for singular two-point boundary value problems. (Q1399737): Difference between revisions

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A second order spline finite difference method for singular two-point boundary value problems.
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    A second order spline finite difference method for singular two-point boundary value problems. (English)
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    30 July 2003
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    A second order spline finite difference method on a non-uniform mesh for problems of the form \[ x^{-\alpha}(x^{\alpha}u')'=f(x,u), 0<x\leq 1, u(0)=A, u(1)=B \] with \(0<\alpha<1\) is presented. Assumptions on \(f\) are continuity on \([0,1]\times \mathbb{R}\), \(\partial f/ \partial u\) exists, is continuous and \(\geq 0\). A spline with the three-point finite difference method is constructed for a non-uniform mesh. \(O(h^2)\) convergence under appropriate conditions is shown. Two numerical examples are presented.
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    singular two-point boundary value problems
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    spline solution
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    finite difference method
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    non-uniform mesh
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    convergence
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    numerical examples
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