On the numerical solution of two point discrete boundary value problems

Linear boundary value problems for ordinary differential equations (34B05) Additive difference equations (39A10) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

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The authors consider the two-point discrete boundary value problem: \(a_ iy_{i-1}+b_ iy_ i+c_ iy_{i+1}=d_ i,\) \(i=1(1)n\) where \(a_ ic_ i\neq 0\), \(y_ 0=A\), \(y_{n+1}=B\). This can be derived from the continuous boundary value problem: \(y(t)=f(t)y+g(t)\) \((a<t<b)\), \(y(a)=A\), \(y(b)=B\) through usual differencing of t. They propose several different methods to construct its solution by forwarding or backtracking of the index i and their combination. These methods are applied to the continuous problems which are known to be numerically unstable. Four computational examples are shown.

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