An Efficient Method for Second Order Boundary Value Problems with Two Point Boundary Conditions (Q3147300)

The authors consider the numerical solution of an integro-differential equation \[ y'' = f\left(x,y(x),\int_0^xK(x,t,y(t)) dt\right),\quad 0 \leq x \leq l, \] subject to boundary conditions which may either be of Dirichlet type (\(y(0)\) and \(y(l)\) given) or of periodic type (\(y(0)=y(l)\), \(y'(0)=y'(l)\)). The discretization of these problems leads to circulant matrices which can be regarded as perturbations to banded matrices. By exploiting this observation the authors are able to develop an efficient scheme for solving the associated linear system, based on the availability of efficient schemes for solving banded systems.