Summary
A finite difference scheme is given for the numerical approximation of the real solution of the second order linear differential equation, lacking the first derivative, with mixed boundary conditions. The matrix associated with the resulting system of linear equations is tridiagonal and the overall discretization error isO (h4). The derived error bound is at most four times larger than the observed maximum error in absolute value for the numerical problem considered.
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This research was carried out during author's sabbatical leave at the Computer Centre Physics Department, The A.M.U. Aligarh, U. P., India.
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Usmani, R.A. Bounds for the solution of a second order differential equation with mixed boundary conditions. J Eng Math 9, 159–164 (1975). https://doi.org/10.1007/BF01535397
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DOI: https://doi.org/10.1007/BF01535397