Three-point difference scheme on a semi-infinite interval

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) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

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)].

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