Simple numerical methods of second- and third-order convergence for solving a fully third-order nonlinear boundary value problem (Q2041514)

This paper is concerned with the following fully third-order nonlinear boundary value problem that is of great interest of many researchers \begin{align*} &u^{(3)}(t)=f\left(t, u(t), u^{\prime}(t), u^{\prime \prime}(t)\right), \quad 0<t<1, \\ &u(0)=c_{1}, u^{\prime}(0)=c_{2}, u^{\prime}(1)=c_{3}. \end{align*} First, the existence and uniqueness of solution are discussed. Next, the simple iterative methods on both continuous and discrete levels are proposed. The discrete methods are of second-order and third-order of accuracy due to the use of appropriate formulas for numerical integration. Some examples demonstrate the validity of the obtained theoretical results and the efficiency of the iterative methods. A completely different method, specifically, an iterative method on both continuous and discrete levels for the considered fully third-order differential equations is developed. These methods are based on the popular trapezoidal rule and a modified Simpson rule for numerical integration. Further, an analysis of the total error of the solution is obtained. The obtained error includes the error of the iterative method on continuous level and the error arising in the numerical realization of this iterative method. The obtained total error estimate suggests how to choose a suitable grid size for discretization to get an approximate solution with a given accuracy. In order to justify the total error estimate, some results on existence and uniqueness of solution are established. Also, the applicability shows that, these methods can easily be extend to higher order nonlinear boundary value problems. Numerical results are also given.