A two-sided functional-discrete method for second-order differential equations with general boundary conditions
algorithmboundary value problemconvergencefunctional-discrete methodMaple 7/8Mathematica 4.1numerical examplestwo-sided approximations
Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Packaged methods for numerical algorithms (65Y15)
Necessary and sufficient conditions are obtained for the functional-discrete method (FD method) which is used in order to provide two-sided approximations to the solution of the boundary value problem \[ \begin{aligned} & u(x)-q(x)u(x)=-f(x),\quad x\in (0,1),\\ & M_1(u)=0,\quad M_2(u)=0,\end{aligned} \] where the boundary conditions \(M_1, M_2\) are linear functionals of \(u(x)\) and \(u'(x)\). Two examples of boundary conditions are used in order to illustrate the theoretical results. To verify the convergence of the FD method, the spectral radius of the integral operator corresponding to the above problem is used. An algorithm of the method designed for modern mathematical software (Maple 7/8 and Mathematica 4.1) is given.
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