A second order spline finite difference method for singular two-point boundary value problems.
convergencefinite difference methodnon-uniform meshnumerical examplessingular two-point boundary value problemsspline solution
Singular nonlinear boundary value problems for ordinary differential equations (34B16) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)
A second order spline finite difference method on a non-uniform mesh for problems of the form \[ x^{-\alpha}(x^{\alpha}u')'=f(x,u), 0<x\leq 1, u(0)=A, u(1)=B \] with \(0<\alpha<1\) is presented. Assumptions on \(f\) are continuity on \([0,1]\times \mathbb{R}\), \(\partial f/ \partial u\) exists, is continuous and \(\geq 0\). A spline with the three-point finite difference method is constructed for a non-uniform mesh. \(O(h^2)\) convergence under appropriate conditions is shown. Two numerical examples are presented.
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