On the convergence of finite difference methods for weakly regular singular boundary value problems (Q2372943)

A finite difference method for a selfadjoint degenerate second order equation with various boundary conditions and nonlinear right hand side is proposed and studied. The three-point finite difference approximation is based on the local solutions of the homogeneous equation. Two finite difference schemes, on uniform and nonuniform meshes, are derived for a smooth right hand side. The corresponding linear system for the unknown values at the mesh points are shown to be stable for a sufficiently small mesh-size \(h\) and the approximate solutions are shown to be \(O(h^2)\)-accurate. Finally, numerical tests that support the theoretical results are presented.