Accelerated monotone iterative methods for a boundary value problem of second-order discrete equations (Q1570126)

This paper deals with the following boundary value problem in discrete form: \[ -\delta^2 u(t)+ P_Nf\Biggl({t\over N}, u(t)\Biggr)= 0, \] \[ u(0)= \alpha,\quad u(N)= \beta,\quad t\in I^{N-1}_1= \{1,2,\dots, N-1\} \] which comes from the discretization of the boundary value problem \[ y''= f(x,y),\quad 0< x< 1,\quad y(0)= \alpha,\quad y(1)= \beta, \] by the fourth-order Numerov method. If \(f(.,u)\) is nonlinear in \(u\), the mentioned problem requires some kind of iterative scheme for the computation of numerical solutions. The author gives an accelerated iterative scheme for the construction of monotone sequence by the method of upper and lower solutions. Numerical results are presented and the rate of convergence of the monotone iterations compared with that of Picard's method.