Numerical generated basis functions for elliptic boundary-value problems (Q1201033)

The problem consists in the numerical solution of the two-point boundary value equation \(a(x)y''(x)+b(x)y'(x)+c(x)y(x)=d(x)\), \(x\in (x_ l,x_ r)\), with Dirichlet boundary conditions by means of a special finite difference method. The used method ( HODIE method) is appropriate to the assumed nearly singular behaviour of the above equation, loosely expressed by the fact that the solutions produce large values of the indicator \(\| y'\|_ \infty(x_ r-x_ l)(\max y-\min y)^{- 1}\). The main feature of the HODIE method (acronym for ``High Order Differences with Identity Expansion'', see e.g. \textit{R. E. Lynch} and \textit{J. R. Rice}, Math. Comp. 34, 333-372 (1980; Zbl 0424.65037)]) is the determination of the coefficients of the finite scheme by choosing special basis functions for which this scheme is exact. Usually, one chooses as basis functions polynomials or functions reflecting some a priori knowledge of the form of the solution. To obtain special basis functions for the above problem the author proposes the following method. Based on estimates for \(y(x_ a)\) and \(y'(x_ a)\) for some \(x_ a\in [x_ l,x_ r]\), an initial value problem corresponding to the two-point boundary value problem is numerically integrated by means of an ODE solver. A theoretical justification shows that the constant (not the order) in the leading term of the truncation error is reduced. Furthermore, a brief discussion of the extension of this method to the two-dimensional case and results from numerical experiments are presented.