On the numerical solution of two point discrete boundary value problems (Q1115552)

The authors consider the two-point discrete boundary value problem: \(a_ iy_{i-1}+b_ iy_ i+c_ iy_{i+1}=d_ i,\) \(i=1(1)n\) where \(a_ ic_ i\neq 0\), \(y_ 0=A\), \(y_{n+1}=B\). This can be derived from the continuous boundary value problem: \(y''(t)=f(t)y+g(t)\) \((a<t<b)\), \(y(a)=A\), \(y(b)=B\) through usual differencing of t. They propose several different methods to construct its solution by forwarding or backtracking of the index i and their combination. These methods are applied to the continuous problems which are known to be numerically unstable. Four computational examples are shown.