Generalized three-point difference schemes of high-order accuracy for systems of second-order nonlinear ordinary differential equations (Q1033667)

The paper is a continuation of the research published before by the authors. For systems of second-order nonlinear ordinary differential equations with Dirichlet boundary conditions, a new approach of construction of high-order exact three-point finite difference schemes on a nonuniform grid, are proposed. The order of accuracy of the proposed numerical method is any given positive integer \(m\). To construct and justify the new efficient algorithmic implementation of the exact three-point difference schemes, the monotone method is used. The boundary value problem is reduced to a boundary value problem for a system of first-order nonlinear ordinary differential equations and then it is possible to apply a two-point finite difference method. The construction of the algorithm requires solving four auxiliary initial value problems, two problems for systems of nonlinear ordinary differential equations, and two problems for matrix linear ordinary differential equations. From a practical point of view, for the computation of the solution of the difference schemes, as the authors say, is more reasonable to use the Newton method. The efficiency of the three-point difference schemes of sixth-order of accuracy is illustrated by one numerical example.