Three-point difference scheme on a semi-infinite interval (Q2714082)

A three-point difference scheme NEWLINE\[NEWLINE \begin{gathered} A_nu_{n-1}-C_nu_n+B_nu_{n+1}=F_n, \quad n>0, \\ u_0=G, \quad u_n \rightarrow 0\text{~as~} n \rightarrow \infty \end{gathered} NEWLINE\]NEWLINE on a semi-infinite interval is considered. A method is proposed for transforming this scheme into a scheme with a finite number \(N\) of mesh points and with a two-point boundary condition, \(u_N-\alpha u_{N-1}=\beta\). Estimates for the transformation error are obtained. Similar methods for differential equations were previously studied, for example, in the articles by \textit{E. S. Birger} and \textit{N. B. Lyalikova} [U.S.S.R. Comput. Math. Math. Phys. 5, No. 6, 1-17 (1965; Zbl 0167.08102); translation from Zh. Vychisl. Mat. Mat. Fiz. 5, 979-990 (1965)] and by \textit{A. I. Zadorin} [Sib. Zh. Vychisl. Mat. 2, No. 1, 21-36 (1999; Zbl 0918.34022)].