Finite difference methods for solving

Abstract

In this report, finite difference methods of orders 2 and 4 are developed and analysed for the solution of a two-point boundary value problem associated with a fourth- order linear differential equation. A sufficient condition guaranteeing a unique solution of the boundary value problem is also given. Numerical results for a typical boundary value problem are tabulated and compared with the shooting technique using the fourth-order Runge-Kutta method.

Keywords:

• Band matrices (tridiagonal and five-band matrices)
• Difference equations
• Discretization error
• Finite difference methods
• Two-point boundary value problem
• Truncation error
• Shooting method

C.R. Categories:

• 5.17