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Open Access Journal of
eISSN: 2575-9086

Science

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Received: January 01, 1970 | Published: ,

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Abstract

In this article we have considered sixth order boundary value problem. We have proposed the finite difference method for solving problem as coupled equations. We get numerical approximation of third derivative of solution of the problem as a byproduct of the proposed method. We have established theoretically the convergence of the proposed method under appropriate conditions. We have tested the proposed method on model problems for the numerical result. Experimental result approves the theoretical result.

Keywords: boundary value problem, finite difference method, quadratic order convergence, sixth order differential equation, splitting method

Introduction

In the present article we consider a technique for the numerical solution of the sixth order boundary value problems of the following form:

u 6 ( x )= f( x,u ),  a<x<b, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfauaaiaaiAdaaaqcfa4aaeWaaeaacaWG4baacaGLOaGa ayzkaaGaeyypa0deaaaaaaaaa8qacaGGGcGaamOzamaabmaabaGaam iEaiaacYcacaWG1baacaGLOaGaayzkaaGaaiilaiaacckacaGGGcGa amyyaiabgYda8iaadIhacqGH8aapcaWGIbGaaiilaaaa@4BA1@  (1.1)

Subject to the boundary conditions

u( a )= α 1 , u n ( a )= α 2 , u 4 ( a )= α 3 ,u( b ) β 1 , u 3 ( b )= β 2  and  u 4 ( b )= β 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aabmaabaGaamyyaaGaayjkaiaawMcaaiabg2da9iabeg7aHnaaBaaa juaqbaGaaGymaaqcfayabaGaaiilaiaadwhadaahaaqabKqbafaaca WGUbaaaKqbaoaabmaabaGaamyyaaGaayjkaiaawMcaaiabg2da9iab eg7aHnaaBaaajuaqbaGaaGOmaaqcfayabaGaaiilaiaadwhadaahaa qabKqbafaacaaI0aaaaKqbaoaabmaabaGaamyyaaGaayjkaiaawMca aiabg2da9iabeg7aHnaaBaaajuaqbaGaaG4maaqcfayabaGaaiilai aadwhadaqadaqaaiaadkgaaiaawIcacaGLPaaacqGHsislcqaHYoGy daWgaaqcfauaaiaaigdaaKqbagqaaiaacYcacaWG1bWaaWbaaeqaju aqbaGaaG4maaaajuaGdaqadaqaaiaadkgaaiaawIcacaGLPaaacqGH 9aqpcqaHYoGydaWgaaqcfauaaiaaikdaaKqbagqaaabaaaaaaaaape GaaiiOaiaadggacaWGUbGaamizaiaacckacaWG1bWaaWbaaKqbafqa baGaaGinaaaajuaGdaqadaqaaiaadkgaaiaawIcacaGLPaaacqGH9a qppaGaeqOSdi2aaSbaaKqbafaacaaIYaaajuaGbeaaaaa@743A@

Where α 1 , α 2 , α 3   β 1 , β 2  and  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqySde 2aaSbaaKqbafaacaaIXaaabeaajuaGcaGGSaGaeqySde2aaSbaaKqb afaacaaIYaaajuaGbeaacaGGSaGaeqySde2aaSbaaKqbafaacaaIZa aajuaGbeaaqaaaaaaaaaWdbiaacckapaGaeqOSdi2aaSbaaKqbafaa caaIXaaabeaajuaGcaGGSaGaeqOSdi2aaSbaaKqbafaacaaIYaaaju aGbeaapeGaaiiOaiaacggacaGGUbGaaiizaiaacckaaaa@4FB9@ are real constant.

The occurrence of sixth order deferential equation and corresponding boundary value problems in detail studied and discussed in.1 Let us assume f(x, u) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOzai aacIcacaWG4bGaaiilaiaabccacaWG1bGaaiykaaaa@3C12@ be smooth to ensure the existence and uniqueness of the solution of the problem (1.1). However the detail analytical concepts on existence, uniqueness of solution of problem (1.1) discussed in.2 The emphasis in present article will be on the development of a numerical technique for the numerical solution of the problem (1.1). Several numerical methods for solving the sixth order boundary value problem have been reported in literature. Some of these reported methods such as finite difference3,4 finite element5,6 spline solution7,8 differential transformation and adomian decomposition,9 reproducing kernel,10 modified decomposition11 and homotopy perturbation12 and other references therein have been developed for numerical solution of sixth order boundary value problems. Some progress has been made in recent years in development of numerical technique for the solution of third order boundary value problems. These techniques are very satisfactory and yield a highly accurate solution.13 Hence, the purpose of this article is to incorporate this development in developing numerical technique for numerical solution of sixth order boundary value problems (1.1). We have developed finite difference method for numerical solution of sixth order boundary value problem by splitting method, a system of boundary value problems. We hope that others may and the proposed method an improvement to those existing finite difference methods for sixth order boundary value problems. We have presented our work in this article as follows: In Section 2 the finite difference method, in Section 3 we have derived a finite difference method. In Section 4, we have discussed convergence of the proposed method under appropriate condition. The experiment with the proposed method on model problems and numerical results in Section 5. A discussion and conclusion on the overall performance of the proposed method are presented in Section 6.

The difference method

Let us assume u( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A52@ is solution of the considered sixth order differential equation and following third order boundary value problem,

u ( 3 ) ( x )= v ( x ) ,   a<x<b MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfasaaKqbaoaabmaajuaibaGaaG4maaGaayjkaiaawMca aaaajuaGdaqadaqaaiaadIhaaiaawIcacaGLPaaacqGH9aqpcaWG2b WaaWbaaeqajuaqbaqcfa4aaeWaaKqbafaacaWG4baacaGLOaGaayzk aaaaaKqbakaacYcaqaaaaaaaaaWdbiaacckacaGGGcGaaiiOaiaadg gacqGH8aapcaWG4bGaeyipaWJaamOyaaaa@4D53@  (2.1)

And the boundary conditions are

u( a )= α 1 , u n ( a )= α 2   and u( b )= β 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aabmaabaGaamyyaaGaayjkaiaawMcaaiabg2da9iabeg7aHnaaBaaa juaqbaGaaGymaaqcfayabaGaaiilaiaadwhadaahaaqabKqbafaaca WGUbaaaKqbaoaabmaabaGaamyyaaGaayjkaiaawMcaaiabg2da9iab eg7aHnaaBaaajuaqbaGaaGOmaaqcfayabaaeaaaaaaaaa8qacaGGGc GaaiiOaiaadggacaWGUbGaamizaiaacckacaWG1bWaaeWaaeaacaWG IbaacaGLOaGaayzkaaGaeyypa0JaeqOSdi2aaSbaaKqbafaacaaIXa aajuaGbeaaaaa@56C9@

So problem (2) represents a splitting of system (1) into two coupled problems. Where v( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG2bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A53@ is some regular differentiable function in [a; b]. Finally we have following problem, a splitting of problem (1.1) into coupled third order boundary value problem,

u ( 3 ) ( x )= f ( x,u ) ,   a<x<b MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfauaaKqbaoaabmaajuaqbaGaaG4maaGaayjkaiaawMca aaaajuaGdaqadaqaaiaadIhaaiaawIcacaGLPaaacqGH9aqpcaWGMb WaaWbaaeqajuaqbaqcfa4aaeWaaKqbafaacaWG4bGaaiilaiaadwha aiaawIcacaGLPaaaaaqcfaOaaiilaabaaaaaaaaapeGaaiiOaiaacc kacaGGGcGaamyyaiabgYda8iaadIhacqGH8aapcaWGIbaaaa@4F2D@  (2.2)

And the boundary conditions are

υ( b )= β 2 , υ ' ( a )= α 3   and  υ ' ( b )= β 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqyXdu 3aaeWaaeaacaWGIbaacaGLOaGaayzkaaGaeyypa0JaeqOSdi2aaSba aKqbGeaacaaIYaaajuaGbeaacaGGSaGaeqyXdu3aaWbaaeqabaGaai 4jaaaadaqadaqaaiaadggaaiaawIcacaGLPaaacqGH9aqpcqaHXoqy daWgaaqcfauaaiaaiodaaKqbagqaaabaaaaaaaaapeGaaiiOaiaacc kacaWGHbGaamOBaiaadsgacaGGGcWdaiabew8a1naaCaaabeqaaiaa cEcaaaWaaeWaaeaacaWGIbaacaGLOaGaayzkaaGaeyypa0JaeqOSdi 2aaSbaaKqbafaacaaIYaaajuaGbeaaaaa@58CE@

If u " ( b ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqaaiaackcaaaWaaeWaaeaacaWGIbaacaGLOaGaayzkaaaa aa@3AB6@ is known instead of u 3 ( b ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfauaaiaaiodaaaqcfa4aaeWaaeaacaWGIbaacaGLOaGa ayzkaaaaaa@3BA9@ , so we will have to approximate the value of v (b). Thus the six order boundary value problem (1.1) has been reduced to a system of cubic order boundary value problems (2.1)-(2.2). We partition the interval [a, b] on which the solution of problem (1.1) is desired to introduce finite number of nodal points into a subintervals a   x 0  <  x 1   x 2 <......<xN+1b MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyyaa baaaaaaaaapeGaaiiOaiabgsMiJkaacckacaWG4bWaaSbaaKqbafaa caaIWaaajuaGbeaacaGGGcGaeyipaWJaaiiOaiaadIhadaWgaaqcfa saaiaaigdaaeqaaKqbakaacckacaWG4bWaaSbaaKqbafaacaaIYaaa juaGbeaacqGH8aapcaGGUaGaaiOlaiaac6cacaGGUaGaaiOlaiaac6 cacqGH8aapcaWG4bGaamOtaiabgUcaRiaaigdacqGHKjYOcaWGIbaa aa@5433@ by using uniform step length h such that xi = a + ih; i =0,1,2,....,N+1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiEai aadMgacaqGGaGaeyypa0JaaeiiaiaadggacaqGGaGaey4kaSIaaeii aiaadMgacaWGObGaai4oaiaabccacaWGPbGaaeiiaiabg2da9iaaic dacaGGSaGaaGymaiaacYcacaaIYaGaaiilaiaac6cacaGGUaGaaiOl aiaac6cacaGGSaGaamOtaiabgUcaRiaaigdaaaa@4DC6@ . We wish to determine the numerical solution u( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A52@ of the problem (1.1) at these nodal points x i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiEam aaBaaajuaqbaGaamyAaaqcfayabaaaaa@396C@ . Let u i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaBaaajuaqbaGaamyAaaqcfayabaaaaa@3969@ denote the numerical approximation of u(x) at these node x=  x i ,  i=1,2,....N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiEai abg2da9abaaaaaaaaapeGaaiiOaiaadIhadaWgaaqcfauaaiaadMga aKqbagqaaiaacYcacaGGGcGaaiiOaiaadMgacqGH9aqpcaaIXaGaai ilaiaaikdacaGGSaGaaiOlaiaac6cacaGGUaGaaiOlaiaad6eaaaa@4811@ .Let f i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGMbWaaSbaaeaacaWGPbaabeaaaaa@389E@ denote the approximate value of the source function f( x, u( x ) ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGMbWdamaabmaabaWdbiaadIhacaGGSaGaaeiiaiaadwha paWaaeWaaeaapeGaamiEaaWdaiaawIcacaGLPaaaaiaawIcacaGLPa aaaaa@3F35@ at these node x=  x i ,  i=0,1,2,....N+1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiEai abg2da9abaaaaaaaaapeGaaiiOaiaadIhadaWgaaqcfauaaiaadMga aKqbagqaaiaacYcacaGGGcGaaiiOaiaadMgacqGH9aqpcaaIWaGaai ilaiaaigdacaGGSaGaaGOmaiaacYcacaGGUaGaaiOlaiaac6cacaGG UaGaamOtaiabgUcaRiaaigdaaaa@4B18@ . Thus the boundary value problem (1.1) replaced by the system of boundary value problems (2.1)-(2.2) may be written at this node x=  x i ,  i=0,....N+1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiEai abg2da9abaaaaaaaaapeGaaiiOaiaadIhadaWgaaqcfauaaiaadMga aKqbagqaaiaacYcacaGGGcGaaiiOaiaadMgacqGH9aqpcaaIWaGaai ilaiaac6cacaGGUaGaaiOlaiaac6cacaWGobGaey4kaSIaaGymaaaa @4841@ as,

u ( 3 ) i = u i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaxabajuaibaqcfa4aaeWaaKqbGeaacaaIZaaacaGLOaGaayzkaaaa juaqbaGaamyAaaqcfayabaGaeyypa0JaamyDamaaBaaabaGaamyAaa qabaaaaa@3FB5@  (2.3)

u ( 3 ) i = f i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaxabajuaibaqcfa4aaeWaaKqbGeaacaaIZaaacaGLOaGaayzkaaaa juaqbaGaamyAaaqcfayabaGaeyypa0JaamOzamaaBaaabaGaamyAaa qabaaaaa@3FA6@

In this case, we have two cubic order differential equations with different boundary conditions. Following the ideas in,13,14 we propose our finite difference method for a numerical solution of problem (2.3),

u i1  + 2 u i u i+1  = h 2 u " i1 + h 3 12 ( 17 ui + 5 ui+1 ),   i=1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsislcaWG1bWaaSbaaeaacaWGPbGaeyOeI0IaaGymaaqa baGaaiiOaiabgUcaRiaacckacaaIYaGaamyDamaaBaaabaGaamyAaa qabaGaeyOeI0IaamyDamaaBaaabaGaamyAaiabgUcaRiaaigdaaeqa aiaacckacqGH9aqpcqGHsislcaWGObWaaWbaaeqajuaqbaGaaGOmaa aajuaGcaWG1bWaaWbaaeqabaGaaiOiaaaadaWgaaqaaiaadMgacqGH sislcaaIXaaabeaacqGHRaWkdaWcaaqaaiaadIgadaahaaqabKqbaf aacaaIZaaaaaqcfayaaiaaigdacaaIYaaaamaabmaabaGaeyOeI0Ia aGymaiaaiEdadaWgaaqaaiaadwhacaWGPbaabeaacqGHRaWkcaaI1a WaaSbaaeaacaWG1bGaamyAaiabgUcaRiaaigdaaeqaaaGaayjkaiaa wMcaaiaacYcacaGGGcGaaiiOaiaacckacaWGPbGaeyypa0JaaGymaa aa@6719@  (2.4)

u i1  + 2 u i u i+1  = h 2 u " i2 + h 3 12 ( 47 ui + 23 ui+1 ),   i=2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsislcaWG1bWaaSbaaeaacaWGPbGaeyOeI0IaaGymaaqa baGaaiiOaiabgUcaRiaacckacaaIYaGaamyDamaaBaaabaGaamyAaa qabaGaeyOeI0IaaiyDamaaBaaabaGaamyAaiabgUcaRiaaigdaaeqa aiaacckacqGH9aqpcqGHsislcaWGObWaaWbaaeqajuaqbaGaaGOmaa aajuaGcaWG1bWaaWbaaeqabaGaaiOiaaaadaWgaaqaaiaadMgacqGH sislcaaIYaaabeaacqGHRaWkdaWcaaqaaiaadIgadaahaaqabKqbaf aacaaIZaaaaaqcfayaaiaaigdacaaIYaaaamaabmaabaGaeyOeI0Ia aGinaiaaiEdadaWgaaqaaiaadwhacaWGPbaabeaacqGHRaWkcaaIYa GaaG4mamaaBaaabaGaamyDaiaadMgacqGHRaWkcaaIXaaabeaaaiaa wIcacaGLPaaacaGGSaGaaiiOaiaacckacaGGGcGaamyAaiabg2da9i aaikdaaaa@67D7@

u i2   3 u i1 +3 u i u i1  = h 3 3 ( 7 f i + u i+1 ),  3iN MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWaaSbaaeaacaWGPbGaeyOeI0IaaGOmaaqabaGaaiiO aiabgkHiTiaacckacaaIZaGaamyDamaaBaaabaGaamyAaiabgkHiTi aaigdaaeqaaiabgUcaRiaaiodacaWG1bWaaSbaaeaacaWGPbaabeaa cqGHsislcaWG1bWaaSbaaeaacaWGPbGaeyOeI0IaaGymaaqabaGaai iOaiabg2da9maalaaabaGaamiAamaaCaaabeqcfauaaiaaiodaaaaa juaGbaGaaG4maaaadaqadaqaaiaaiEdacaWGMbWaaSbaaeaacaWGPb aabeaacqGHRaWkcaWG1bWaaSbaaeaacaWGPbGaey4kaSIaaGymaaqa baaacaGLOaGaayzkaaGaaiilaiaacckacaGGGcGaaG4maiabgsMiJk aacMgacqGHKjYOcaGGobaaaa@6188@

5 u i  8 u i+1 3 u i+2  =2 h 2 u ' i1 + h 3 3 ( 7f+4 f i +1 ),   i=1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaaI1aGaamyDamaaBaaabaGaamyAaaqabaGaaiiOaiabgkHi TiaaiIdacaWG1bWaaSbaaeaacaWGPbGaey4kaSIaaGymaaqabaGaey OeI0IaaG4maiaadwhadaWgaaqaaiaadMgacqGHRaWkcaaIYaaabeaa caGGGcGaeyypa0JaaGOmaiaadIgadaahaaqabKqbafaacaaIYaaaaK qbakaadwhadaahaaqabeaacaGGNaaaamaaBaaabaGaamyAaiabgkHi TiaaigdaaeqaaiabgUcaRmaalaaabaGaamiAamaaCaaabeqcfauaai aaiodaaaaajuaGbaGaaG4maaaadaqadaqaaiaaiEdacaWGMbGaey4k aSIaaGinaiaadAgadaWgaaqaaiaadMgaaeqaamaaBaaabaGaey4kaS IaaGymaaqabaaacaGLOaGaayzkaaGaaiilaiaacckacaGGGcGaaiiO aiaadMgacqGH9aqpcaaIXaaaaa@62F0@  (2.5)

υ i1 _3 υ i 3 υ+1 + υ i+2 = h 3 2 ( f i +4 f i +1 ),    2iN1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsislcqaHfpqDdaWgaaqcfauaaiaadMgacqGHsislcaaI XaaajuaGbeaacaGGFbGaaG4maiabew8a1naaBaaajuaybaGaamyAaa qcfayabaGaeyOeI0IaaG4mamaaBaaajuaybaGaeqyXduNaey4kaSIa aGymaaqcfayabaGaey4kaSIaeqyXdu3aaSbaaeaadaWgaaqcfauaai aadMgacqGHRaWkcaaIYaaajuaGbeaaaeqaaiabg2da9maalaaabaGa amiAamaaCaaabeqcfauaaiaaiodaaaaajuaGbaGaaGOmaaaadaqada qaaiaadAgadaWgaaqaaiaadMgaaeqaaiabgUcaRiaaisdacaWGMbWa aSbaaKqbGfaacaWGPbaabeaajuaGdaWgaaqcfawaaiabgUcaRiaaig daaeqaaaqcfaOaayjkaiaawMcaaiaacYcacaGGGcGaaiiOaiaaccka caGGGcGaaGOmaiabgsMiJkaadMgacqGHKjYOcaWGobGaeyOeI0IaaG ymaaaa@6AF7@

υ i1 _3 υ i 3 υ+1 + υ i+2 = h 3 2 ( f i +4 f i +1 ),    2iN1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsislcqaHfpqDdaWgaaqcfauaaiaadMgacqGHsislcaaI XaaajuaGbeaacaGGFbGaaG4maiabew8a1naaBaaajuaqbaGaamyAaa qcfayabaGaeyOeI0IaaG4mamaaBaaajuaqbaGaeqyXduNaey4kaSIa aGymaaqcfayabaGaey4kaSIaeqyXdu3aaSbaaeaadaWgaaqcfauaai aadMgacqGHRaWkcaaIYaaajuaGbeaaaeqaaiabg2da9maalaaabaGa amiAamaaCaaajuaqbeqaaiaaiodaaaaajuaGbaGaaGOmaaaadaqada qaaiaadAgadaWgaaqaaiaadMgaaeqaaiabgUcaRiaaisdacaWGMbWa aSbaaKqbGfaacaWGPbaabeaajuaGdaWgaaqcfawaaiabgUcaRiaaig daaeqaaaqcfaOaayjkaiaawMcaaiaacYcacaGGGcGaaiiOaiaaccka caGGGcGaaGOmaiabgsMiJkaadMgacqGHKjYOcaWGobGaeyOeI0IaaG ymaaaa@6AB7@

If the forcing function f(x, u) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOzai aacIcacaWG4bGaaiilaiaabccacaWG1bGaaiykaaaa@3C12@ in problem (1.1) is linear then the system of equations (2.4) will be linear otherwise we will obtain nonlinear system of equations.

Derivation of the difference method

In this section we outline the derivation of the proposed method, we have followed the same approach as given in.13 Let us write a linear combination of solution u( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A52@ and v( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG2bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A53@  at nodes x x+1 , x i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiEam aaBaaajuaibaGaamiEaiabgUcaRiaaigdaaKqbagqaaiaacYcacaWG 4bWaaSbaaKqbafaacaWGPbaabeaaaaa@3E02@

a 2 u i+1 + a 1 u i1 + a o u i + h 2 b 1 u i1 " + h 3 ( b 2 u i+1 ' + b o u 1 ' )=0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaQaamyyaK qbaoaaBaaajuaybaGaaGOmaaqcfaAabaGaamyDaKqbaoaaBaaajuay baGaamyAaiabgUcaRiaaigdaaKqbGgqaaiabgUcaRiaadggajuaGda WgaaqcfawaaiaaigdaaKqbGgqaaiaadwhajuaGdaWgaaqcfawaaiaa dMgacqGHsislcaaIXaaajuaObeaacqGHRaWkcaWGHbqcfa4aaSbaaK qbGfaacaWGVbaajuaObeaacaWG1bqcfa4aaSbaaeaacaWGPbaabeaa juaOcqGHRaWkcaWGObqcfa4aaSbaaKqbGfaacaaIYaaajuaObeaaca WGIbqcfa4aaSbaaeaacaaIXaaabeaadaqfWaqcfaAabeaacaWGPbGa eyOeI0IaaGymaaqaaiaackcaaeaacaWG1baaaiabgUcaRiaadIgaju aGdaahaaqcfaAabKqbGfaacaaIZaaaaKqbaoaabmaajuaObaGaamOy aKqbaoaaBaaajuaObaGaaGOmaaqabaqcfa4aaubmaKqbGgqabaGaam yAaiabgUcaRiaaigdaaeaacaGGNaaabaGaamyDaaaacqGHRaWkcaWG Ibqcfa4aaSbaaKqbGgaacaWGVbaabeaajuaGdaqfWaqcfaAabeaaca aIXaaabaGaai4jaaqaaiaadwhaaaaacaGLOaGaayzkaaGaeyypa0Ja aGimaaaa@7647@  (3.1)

Where a 0 , a 1 , a 2 , b 0 , b 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyyam aaBaaajuaibaGaaGimaaqcfayabaGaaiilaiaadggadaWgaaqcfasa aiaaigdaaKqbagqaaiaacYcacaWGHbWaaSbaaKqbGeaacaaIYaaaju aGbeaacaGGSaGaamOyamaaBaaajuaibaGaaGimaaqcfayabaGaaiil aiaadkgadaWgaaqcfasaaiaaigdaaKqbagqaaaaa@45BB@ and b 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOyam aaBaaajuaqbaGaaGOmaaqcfayabaaaaa@3924@ are constants to be determined. Expanding each term on the left hand side of (3.1) in Taylor series about the point xi and using method of undetermined coefficients, we get

( a 0 , a 1 , a 2 , b 0 , b 1 , b 2 )=( 2,1,1, 17 12 , 5 12 ,1 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfa4aaeWaae aacaWGHbWaaSbaaKqbafaacaaIWaaajuaGbeaacaGGSaGaamyyamaa BaaajuaqbaGaaGymaaqabaqcfaOaaiilaiaadggadaWgaaqcfauaai aaikdaaKqbagqaaiaacYcacaWGIbWaaSbaaKqbafaacaaIWaaajuaG beaacaGGSaGaamOyamaaBaaajuaqbaGaaGymaaqabaqcfaOaaiilai aadkgadaWgaaqcfauaaiaaikdaaKqbagqaaaGaayjkaiaawMcaaiab g2da9maabmaabaGaaGOmaiaacYcacqGHsislcaaIXaGaaiilaiabgk HiTiaaigdacaGGSaWaaSaaaeaacaaIXaGaaG4naaqaaiaaigdacaaI YaaaaiaacYcacqGHsisldaWcaaqaaiaaiwdaaeaacaaIXaGaaGOmaa aacaGGSaGaaGymaaGaayjkaiaawMcaaaaa@5C30@ (3.2)

Thus from (3.1)-(3.2), we have

( v i1 +2vi v i+1 )+ h 2 u i1 " + h 3 12 (17fi5 f i+1 )+Tui =0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 IaaiikaiaadAhadaWgaaqcfauaaiaadMgacqGHsislcaaIXaaabeaa juaGcqGHRaWkcaaIYaGaamODaiaadMgacqGHsislcaWG2bWaaSbaaK qbGfaacaWGPbGaey4kaSIaaGymaaqcfayabaGaaiykaiabgUcaRiaa dIgadaahaaqabKqbafaacaaIYaaaaKqbaoaavadabeqaaiaadMgacq GHsislcaaIXaaabaGaaiOiaaqaaiaadwhaaaGaey4kaSYaaSaaaeaa caWGObWaaWbaaeqajuaqbaGaaG4maaaaaKqbagaacaaIXaGaaGOmaa aacaGGOaGaaGymaiaaiEdacaWGMbGaamyAaiabgkHiTiaaiwdacaWG MbWaaSbaaeaacaWGPbGaey4kaSIaaGymaaqabaGaaiykaiabgUcaRi aadsfacaWG1bGaamyAaiaabccacqGH9aqpcaaIWaaaaa@6383@ (3.3)

Where T ui MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamivam aaBaaajuaqbaGaamyDaiaadMgaaKqbagqaaaaa@3A42@  is local discretization error and equal to 43 h 3 120 u ( 5 ) i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 YaaSaaaeaacaaI0aGaaG4maiaadIgadaahaaqabKqbGfaacaaIZaaa aaqcfayaaiaaigdacaaIYaGaaGimaaaacaWG1bWaaCbeaeaadaqada qaaiaaiwdaaiaawIcacaGLPaaaaeaacaWGPbaabeaaaaa@4253@ . Similarly we can derive the following equations

( v i1 +2vi v i+1 )+ h 2 u " i1 + h 3 12 (17fi5 f i+1 )+Tui =0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 IaaiikaiaadAhadaWgaaqaaiaadMgacqGHsislcaaIXaaabeaacqGH RaWkcaaIYaGaamODaiaadMgacqGHsislcaWG2bWaaSbaaeaacaWGPb Gaey4kaSIaaGymaaqabaGaaiykaiabgUcaRiaadIgadaahaaqabeaa caaIYaaaaiaadwhadaWfqaqaaiaackcaaeaacaWGPbGaeyOeI0IaaG ymaaqabaGaey4kaSYaaSaaaeaacaWGObWaaWbaaeqabaGaaG4maaaa aeaacaaIXaGaaGOmaaaacaGGOaGaaGymaiaaiEdacaWGMbGaamyAai abgkHiTiaaiwdacaWGMbWaaSbaaeaacaWGPbGaey4kaSIaaGymaaqa baGaaiykaiabgUcaRiaadsfacaWG1bGaamyAaiaabccacqGH9aqpca aIWaaaaa@5FD4@  (3.4)

u i2 3 u i1 +3 u i u i+1 = h 3 2 ( 3 u i + u i+1 )+T u i ,     3iN MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWaaSbaaeaadaWgaaqaaiaadMgacqGHsislcaaIYaaa beaaaeqaaiabgkHiTiaaiodacaWG1bWaaSbaaeaacaWGPbGaeyOeI0 IaaGymaaqabaGaey4kaSIaaG4maiaadwhadaWgaaqaaiaadMgaaeqa aiabgkHiTiaadwhadaWgaaqaamaaBaaabaGaamyAaiabgUcaRiaaig daaeqaaaqabaGaeyypa0ZaaSaaaeaacaWGObWaaWbaaeqabaGaaG4m aaaaaeaacaaIYaaaamaabmaabaGaeyOeI0IaaG4maiaadwhadaWgaa qaaiaadMgaaeqaaiabgUcaRiaadwhadaWgaaqaaiaadMgacqGHRaWk caaIXaaabeaaaiaawIcacaGLPaaacqGHRaWkcaWGubGaamyDamaaBa aabaGaamyAaaqabaGaaiilaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaG4maiabgsMiJkaadMgacqGHKjYOcaWGobaaaa@65A0@

Where local discretization error  T ui MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamivam aaBaaabaGaamyDaiaadMgaaeqaaaaa@3966@ are respectively equal to, 313 h 5 120 u i ( 5 ) ,i=2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 YaaSaaaeaacaaIZaGaaGymaiaaiodacaWGObWaaWbaaeqabaGaaGyn aaaaaeaacaaIXaGaaGOmaiaaicdaaaWaaubmaeqabaGaamyAaaqaam aabmaabaGaaGynaaGaayjkaiaawMcaaaqaaiaadwhaaaGaaiilaiaa dMgacqGH9aqpcaaIYaaaaa@4592@ , and 146 h 5 120 u i ( 5 ) ,3iN MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 YaaSaaaeaacaaIXaGaaGinaiaaiAdacaWGObWaaWbaaeqajuaibaGa aGynaaaaaKqbagaacaaIXaGaaGOmaiaaicdaaaWaaubmaeqabaGaam yAaaqaamaabmaabaGaaGynaaGaayjkaiaawMcaaaqaaiaadwhaaaGa aiilaiaaiodacqGHKjYOcaWGPbGaeyizImQaamOtaaaa@498A@

5 υ i 8 i+1 +3 υ i+2 =2h υ i1 ' + h 3 3 ( 7 f i +4 f i+1 )+ T υi ,  i=1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaaGynai abew8a1naaBaaabaGaamyAaaqabaGaeyOeI0IaaGioamaaBaaabaGa amyAaiabgUcaRiaaigdaaeqaaiabgUcaRiaaiodacqaHfpqDdaWgaa qaaiaadMgacqGHRaWkcaaIYaaabeaacqGH9aqpcqGHsislcaaIYaGa amiAamaavadabeqaaiaadMgacqGHsislcaaIXaaabaGaai4jaaqaai abew8a1baacqGHRaWkdaWcaaqaaiaadIgadaahaaqabeaacaaIZaaa aaqaaiaaiodaaaWaaeWaaeaacaaI3aGaamOzamaaBaaabaGaamyAaa qabaGaey4kaSIaaGinaiaadAgadaWgaaqaaiaadMgacqGHRaWkcaaI XaaabeaaaiaawIcacaGLPaaacqGHRaWkcaWGubWaaSbaaeaacqaHfp qDcaWGPbaabeaacaGGSaaeaaaaaaaaa8qacaGGGcGaaiiOaiaadMga cqGH9aqpcaaIXaaaaa@64C6@  (3.5)

υ i1 3 υi 3 υ i+1 = h 3 2 ( f i + f i+1 )+ T υi , 2iN1  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 IaeqyXdu3aaSbaaeaacaWGPbGaeyOeI0IaaGymaaqabaGaeyOeI0Ia aG4mamaaBaaabaGaeqyXduNaamyAaaqabaGaeyOeI0IaaG4maiabew 8a1naaBaaabaGaamyAaiabgUcaRiaaigdaaeqaaiabg2da9maalaaa baGaamiAamaaCaaabeqcfauaaiaaiodaaaaajuaGbaGaaGOmaaaada qadaqaaiaadAgadaWgaaqaaiaadMgaaeqaaiabgUcaRiaadAgadaWg aaqaaiaadMgacqGHRaWkcaaIXaaabeaaaiaawIcacaGLPaaacqGHRa WkcaWGubWaaSbaaeaacqaHfpqDcaWGPbaabeaacaGGSaaeaaaaaaaa a8qacaGGGcGaaGOmaiabgsMiJkaadMgacqGHKjYOcaWGobGaeyOeI0 IaaGymaiaacckaaaa@623A@

υ i1 + 4 υi 3 υ i+1 =2h υ i+1 ' h 3 6 ( 3 f i + f i+1 )+ T υi ,   i=N   MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 IaeqyXdu3aaSbaaeaacaWGPbGaeyOeI0IaaGymaaqabaGaey4kaSIa aGinamaaBaaabaGaeqyXduNaamyAaaqabaGaeyOeI0IaaG4maiabew 8a1naaBaaabaGaamyAaiabgUcaRiaaigdaaeqaaiabg2da9iabgkHi TiaaikdacaWGObWaaubmaeqabaGaamyAaiabgUcaRiaaigdaaeaaca GGNaaabaGaeqyXduhaamaalaaabaGaamiAamaaCaaabeqcfauaaiaa iodaaaaajuaGbaGaaGOnaaaadaqadaqaaiaaiodacaWGMbWaaSbaae aacaWGPbaabeaacqGHRaWkcaWGMbWaaSbaaKqbGfaacaWGPbGaey4k aSIaaGymaaqabaaajuaGcaGLOaGaayzkaaGaey4kaSIaamivamaaBa aabaGaeqyXduNaamyAaaqabaGaaiilaabaaaaaaaaapeGaaiiOaiaa cckacaGGGcGaamyAaiabg2da9iaad6eacaGGGcGaaiiOaaaa@6A71@

Where local discretization error T υi MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamivam aaBaaajuaybaGaeqyXduNaamyAaaqcfayabaaaaa@3B2F@ are respectively equal to 13 h 5 120 u i ( 5 ) ,i=1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 YaaSaaaeaacaaIXaGaaG4maiaadIgadaahaaqcfauabeaacaaI1aaa aaqcfayaaiaaigdacaaIYaGaaGimaaaadaqfWaqabeaacaWGPbaaju aqbaqcfa4aaeWaaKqbafaacaaI1aaacaGLOaGaayzkaaaajuaGbaGa amyDaaaacaGGSaGaamyAaiabg2da9iaaigdaaaa@4768@ , 2 h 5 15 u ( 5 ) i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 YaaSaaaeaacaaIYaGaamiAamaaCaaabeqcfauaaiaaiwdaaaaajuaG baGaaGymaiaaiwdaaaGaamyDamaaxabajuaqbaqcfa4aaeWaaKqbaf aacaaI1aaacaGLOaGaayzkaaaajuaGbaGaamyAaaqabaaaaa@4277@ 2iN1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaaGOmai abgsMiJkaadMgaqaaaaaaaaaWdbiabgsMiJkaad6eacqGHsislcaaI Xaaaaa@3E33@ and 1 h 5 60 u ( 5 ) i ,i=N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 YaaSaaaeaacaaIXaGaamiAamaaCaaabeqcfawaaiaaiwdaaaaajuaG baGaaGOnaiaaicdaaaGaamyDamaaxababaWaaeWaaeaacaaI1aaaca GLOaGaayzkaaaabaGaamyAaaqabaGaaiilaiaadMgacqGH9aqpcaWG obaaaa@4455@ .

From (3.3)-(3.5), we have obtained local discretization error of the order O( h 5 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4tam aabmaabaGaamiAamaaCaaabeqcfauaaiaaiwdaaaaajuaGcaGLOaGa ayzkaaaaaa@3B8B@ .Thus by neglecting the O( h 5 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4tam aabmaabaGaamiAamaaCaaabeqcfauaaiaaiwdaaaaajuaGcaGLOaGa ayzkaaaaaa@3B8B@ term in (3.3)-(3.5), we will get our proposed difference method for the numerical solution of the problem (1.1). If we need to find v (b) corresponding to u"( b ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aackcadaqadaqaaiaadkgaaiaawIcacaGLPaaaaaa@3A94@ the given boundary condition. We approximate v(b) for the boundary condition using u"( a ),u"( b ), u 4 ( b ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aackcadaqadaqaaiaadggaaiaawIcacaGLPaaacaGGSaGaamyDaiaa ckcadaqadaqaaiaadkgaaiaawIcacaGLPaaacaGGSaGaamyDamaaCa aabeqcfauaaiaaisdaaaqcfa4aaeWaaeaacaWGIbaacaGLOaGaayzk aaaaaa@4529@ i.e.

υ( b )= u"( b )u"( a ) ba + ba 6 ( 2 υ ( 4 ) ( b )+ u 4 ( a ) ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqaHfpqDdaqadaqaaiaadkgaaiaawIcacaGLPaaacqGH9aqp daWcaaqaaiaadwhacaGGIaWaaeWaaeaacaWGIbaacaGLOaGaayzkaa GaeyOeI0IaamyDaiaackcadaqadaqaaiaadggaaiaawIcacaGLPaaa aeaacaWGIbGaeyOeI0IaamyyaaaacqGHRaWkdaWcaaqaaiaadkgacq GHsislcaWGHbaabaGaaGOnaaaadaqadaqaaiaaikdacqaHfpqDdaah aaqabeaadaqadaqaaiaaisdaaiaawIcacaGLPaaaaaWaaeWaaeaaca WGIbaacaGLOaGaayzkaaGaey4kaSIaamyDamaaCaaabeqaaiaaisda aaWaaeWaaeaacaWGHbaacaGLOaGaayzkaaaacaGLOaGaayzkaaaaaa@5A33@  (3.6)

But in this case the order of truncation error will not be O( h 5 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaIaam4taK qbaoaabmaajuaibaGaamiAaKqbaoaaCaaajuaibeqaaiaaiwdaaaaa caGLOaGaayzkaaaaaa@3BC7@

Convergence analysis

We will consider following test equation for convergence analysis of the proposed method (2.4-2.5).

u 6 ( x )=f( x,u ), MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWaaWbaaeqajuaqbaGaaGOnaaaajuaGdaqadaqaaiaa dIhaaiaawIcacaGLPaaacqGH9aqpcaWGMbWaaeWaaeaacaWG4bGaai ilaiaadwhaaiaawIcacaGLPaaacaGGSaaaaa@42B3@   a<x<b. MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaGGHbGaeyipaWJaaiiEaiabgYda8iaackgacaGGUaaaaa@3C25@ (4.1)

u(a) = α 1 ; u"(a) = α 2 ;  u (4) (a) = α 3 ; u(b) = β 1 ;  u (3) (b) = β 2  and  u (4) (b) = β 3 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWGHbGaaiykaiaabccacqGH9aqpcqaHXoqydaWgaaqcfaua aiaaigdaaKqbagqaaiaacUdacaqGGaGaamyDaiaackcacaGGOaGaam yyaiaacMcacaqGGaGaeyypa0JaeqySde2aaSbaaKqbafaacaaIYaaa juaGbeaacaGG7aGaaeiiaiaadwhadaahaaqcfauabeaacaGGOaGaaG inaiaacMcaaaqcfaOaaiikaiaadggacaGGPaGaaeiiaiabg2da9iab eg7aHnaaBaaabaqcfaKaaG4maaqcfayabaGaai4oaiaabccacaWG1b GaaiikaiaadkgacaGGPaGaaeiiaiabg2da9iabek7aInaaBaaajuaq baGaaGymaaqabaqcfaOaai4oaiaabccacaWG1bWaaWbaaeqajuayba GaaiikaiaaiodacaGGPaaaaKqbakaacIcacaWGIbGaaiykaiaabcca cqGH9aqpcqaHYoGydaWgaaqcfawaaiaaikdaaKqbagqaaiaabccaca WGHbGaamOBaiaadsgacaqGGaGaamyDamaaCaaajuaqbeqaaiaacIca caaI0aGaaiykaaaajuaGcaGGOaGaamOyaiaacMcacaqGGaGaeyypa0 JaeqOSdi2aaSbaaKqbGfaajuaGdaWgaaqcfauaaiaaiodaaeqaaaqc fayabaaaaa@7CBA@ Let w be the approximate solution of difference method (2.4-2.5) for numerical solution of the problem (4.1), we can write in the matrix form

Jw=Rh MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaaeOsaiaabE hacaqG9aGaaeOuaiaabIgaaaa@3A3D@ (4.2)

Where J is coefficient matrix, w= [u,v] T  and Rh= [r h 1 ,r h 2 ] T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4Dai abg2da9iaacUfacaWG1bGaaiilaiaadAhacaGGDbWaaWbaaeqajuaq baGaamivaaaajuaGcaqGGaGaamyyaiaad6gacaWGKbGaaeiiaiaadk facaWGObGaeyypa0Jaai4waiaadkhacaWGObWaaSbaaeaacaaIXaaa beaacaqGSaGaamOCaiaadIgadaWgaaqcfauaaiaaikdaaKqbagqaai aac2fadaahaaqabKqbafaacaWGubaaaaaa@4FA9@ these matrixes are

Rh= ( α 1 h 2 α 2 h 2 α 2 0 β 1  +  h 3 2 β 2 2h α 3 + h 3 3 ( 7 f 1 +4 f 2 ) h 3 3 ( f 2 + f 3 ) h 3 2 ( fN1+fN ) 3 β 2 2h β 3 + h 3 6 ( 3fN+ f N+1 ) ) 2N×1 ,w= ( u 1 . . . uN υ 1 . . . υN ) 2N×1 , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOuai aadIgacqGH9aqpdaqadaabaeqabaGaeqySde2aaSbaaeaacaaIXaaa beaacqGHsislcaWGObWaaWbaaeqabaGaaGOmaaaacqaHXoqydaWgaa qcfawaaiaaikdaaKqbagqaaaqaaiabgkHiTiaadIgadaahaaqabeaa caaIYaaaaiabeg7aHnaaBaaajuaybaGaaGOmaaqcfayabaaabaGaaG imaaqaaiabl6Uinbqaaiabek7aInaaBaaabaGaaeymaaqabaGaaeii aiaabUcacaqGGaWaaSaaaeaacaWGObWaaWbaaKqbafqabaGaaG4maa aaaKqbagaacaaIYaaaaiabek7aInaaBaaajuaybaGaaGOmaaqcfaya baaabaGaeyOeI0IaaGOmaiaadIgacqaHXoqydaWgaaqaaiaaiodaae qaaiabgUcaRabaaaaaaaaapeWaaSaaaeaacaWGObWaaWbaaeqajuaq baGaaG4maaaaaKqbagaacaaIZaaaamaabmaabaGaaG4naiaadAgada WgaaqaaiaaigdaaeqaaiabgUcaRiaaisdacaWGMbWaaSbaaeaacaaI YaaabeaaaiaawIcacaGLPaaaaeaadaWcaaqaaiaadIgadaahaaqabK qbafaacaaIZaaaaaqcfayaaiaaiodaaaWaaeWaaeaacaWGMbWaaSba aKqbafaacaaIYaaajuaGbeaacqGHRaWkcaWGMbWaaSbaaKqbGfaaca aIZaaajuaGbeaaaiaawIcacaGLPaaaaeaacqWIUlstaeaadaWcaaqa aiaadIgadaahaaqcfauabeaacaaIZaaaaaqcfayaaiaaikdaaaWaae WaaeaacaWGMbGaamOtaiabgkHiTiaaigdacqGHRaWkcaWGMbGaamOt aaGaayjkaiaawMcaaaqaaiaaiodacqaHYoGydaWgaaqcfawaaiaaik daaKqbagqaaiabgkHiTiaaikdacaWGObGaeqOSdi2aaSbaaKqbafaa caaIZaaabeaajuaGcqGHRaWkdaWcaaqaaiaadIgadaahaaqabKqbGf aacaaIZaaaaaqcfayaaiaaiAdaaaWaaeWaaeaacaaIZaGaamOzaiaa d6eacqGHRaWkcaWGMbWaaSbaaeaacaWGobGaey4kaSIaaGymaaqaba aacaGLOaGaayzkaaaaa8aacaGLOaGaayzkaaWaaSbaaeaacaaIYaGa amOtaiabgEna0kaaigdaaeqaaiaacYcacaWG3bGaeyypa0ZaaeWaaq aabeqaaiaadwhadaWgaaqaaiaaigdaaeqaaaqaaiaac6caaeaacaGG UaaabaGaaiOlaaqaaiaadwhacaWGobaabaGaeqyXdu3aaSbaaqaabe qaaiaaigdaaeaacaGGUaaabaGaaiOlaaqaaiaac6caaeaacqaHfpqD caWGobaaaeqaaaaacaGLOaGaayzkaaWaaSbaaeaacaaIYaGaamOtai abgEna0kaaigdaaeqaaiaacYcaaaa@B321@

and let us define the coefficients matrix J in terms of block matrix,

J= ( C 2 (v) C 1 (u)    C 2 (v) C 1 (u)   ) 2N×2N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGkbGaeyypa0ZaaeWaaeaadaWfWaqaaiablAcilbqaa8aa caqGdbWaaSbaaeaacaqGYaaabeaacaqGOaGaaeODaiaabMcaa8qaba WdaiaaboeadaWgaaqaaiaabgdaaeqaaiaabIcacaWG1bGaaeykaaaa peWaaCbmaeaacqWIMaYsaeaacqWIUlstaeaacqWIUlstaaGaaiiOai aacckadaWfWaqaaiablAcilbqaa8aacaqGdbWaaSbaaeaacaqGYaaa beaacaqGOaGaaeODaiaabMcaa8qabaWdaiaaboeadaWgaaqaaiaabg daaeqaaiaabIcacaWG1bGaaeykaaaapeGaaiiOaaGaayjkaiaawMca amaaBaaabaGaaGOmaiaad6eacqGHxdaTcaaIYaGaamOtaaqabaaaaa@5B19@

Where

C 1 ( u )= ( 2 1  0                          0 1  2  1   0 1   3    3    1                             1     3    3    1                    1      3     3   ) N×N , C 1 ( υ )= h 3 12 ( 17    5                 0         47  23                 18   6                                                    18    6     0                            18 )N×N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaKqbafaacaaIXaaajuaGbeaadaqadaqaaiaa dwhaaiaawIcacaGLPaaacqGH9aqpdaqadaabaeqabaGaaGjbVlaaik dacaGGGcGaeyOeI0YdaiaabgdapeGaaiiOaiaacckapaGaaeima8qa caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaaicdaaeaacqGHsislcaaIXaGaaiiOaiaacckacaaI YaGaaiiOaiaacckacqGHsislcaaIXaGaaiiOaiaacckacaGGGcGaaG imaaqaaiaaigdacaGGGcGaaiiOaiaacckacqGHsislcaaIZaGaaiiO aiaacckacaGGGcGaaiiOaiaaiodacaGGGcGaaiiOaiaacckacaGGGc GaeyOeI0IaaGymaaqaaiaacckacaGGGcGaaiiOaiaacckacqWIXlYt caGGGcGaaiiOaiaacckacaGGGcGaeSy8I8KaaiiOaiaacckacaGGGc GaaiiOaiablgVipjaacckacaGGGcGaaiiOaiaacckacaGGGcGaeSy8 I8eabaGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaaigdacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiabgkHiTiaaiodacaGGGcGaaiiOaiaacckacaGGGcGaaG4mai aacckacaGGGcGaaiiOaiaacckacqGHsislcaaIXaaabaGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaaigdacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacqGHsislcaaIZaGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaI ZaGaaiiOaiaacckaaaGaayjkaiaawMcaamaaBaaabaGaamOtaiabgE na0kaad6eaaeqaaiaacYcacaWGdbWaaSbaaKqbafaacaaIXaaajuaG beaadaqadaqaaiabew8a1bGaayjkaiaawMcaaiabg2da9maalaaaba GaamiAamaaCaaabeqcfauaaiaaiodaaaaajuaGbaGaaGymaiaaikda aaWaaeWaaqaabeqaaiaaigdacaaI3aGaaiiOaiaacckacaGGGcGaai iOaiabgkHiTiaaiwdacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaaicdaaeaacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaisdacaaI3aGaaiiOai aacckacqGHsislcaaIYaGaaG4maaqaaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaaIXaGaaGioaiaacckacaGG GcGaaiiOaiabgkHiTiaaiAdaaeaacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacqWIXlYtcaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacqWIXlYtcaGGGcGaaiiO aaqaaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaaigdacaaI4aGaaiiOaiaacckacaGGGcGaaiiOaiabgkHiTiaa iAdacaGGGcaabaGaaiiOaiaacckacaGGGcGaaGimaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaaIXaGaaGioaaaacaGLOaGaayzkaaGaamOtaiabgE na0kaad6eaaaa@A916@

C 2 ( υ )( 5    8      3           0 1     3    3      1                             1    3    3    1                    1     3    3      0                     1     4   )N×N, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaKqbafaacaaIYaaajuaGbeaadaqadaqaaiab ew8a1bGaayjkaiaawMcaamaabmaaeaqabeaacaaI1aGaaiiOaiaacc kacaGGGcGaaiiOaiabgkHiTiaaiIdacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckacaaIZaGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaIWaaabaGa eyOeI0IaaGymaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaG4mai aacckacaGGGcGaaiiOaiaacckacqGHsislcaaIZaGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaGymaaqaaiaacckacaGGGcGaai iOaiaacckacqWIXlYtcaGGGcGaaiiOaiaacckacaGGGcGaeSy8I8Ka aiiOaiaacckacaGGGcGaaiiOaiablgVipjaacckacaGGGcGaaiiOai aacckacqWIXlYtaeaacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiabgkHiTiaaigdaca GGGcGaaiiOaiaacckacaGGGcGaaG4maiaacckacaGGGcGaaiiOaiaa cckacqGHsislcaaIZaGaaiiOaiaacckacaGGGcGaaiiOaiaaigdaca GGGcGaaiiOaaqaaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaeyOeI0IaaGymaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaG4maiaacckacaGGGcGaaiiOaiaacckacqGHsi slcaaIZaGaaiiOaiaacckaaeaacaGGGcGaaiiOaiaacckacaaIWaGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaeyOeI0IaaGymaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaGinaiaacckacaGGGcaaaiaawIca caGLPaaacaWGobGaey41aqRaamOtaiaacYcaaaa@FA0A@

and matrix C 2 ( υ ) N×N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaKqbGeaacaaIYaaajuaGbeaadaqadaqaaiab ew8a1bGaayjkaiaawMcaamaaBaaabaGaamOtaiabgEna0kaad6eaae qaaaaa@4033@ depends on forcing function f( x,u ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGMbWaaeWaaeaacaWG4bGaaiilaiaadwhaaiaawIcacaGL Paaaaaa@3BBF@ may be well defined. The exact solution W=[U,V]T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4vai abg2da9iaacUfacaWGvbGaaiilaiaadAfacaGGDbGaamivaaaa@3D64@ of the difference method (2.4-2.5) satisfies the following equation

JW = Rh + T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGkbGaam4vaiaabccacqGH9aqpcaqGGaGaamOuaiaadIga caqGGaGaey4kaSIaaeiiaiaadsfaaaa@3F60@  (4.3)

Where T =  [Tu,Tv] T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamivai aabccacqGH9aqpcaqGGaGaai4waiaadsfacaWG1bGaaiilaiaadsfa caWG2bGaaiyxamaaCaaabeqcfauaaiaadsfaaaaaaa@4109@ . Let T=  ( t m,1 ) 2N1 , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamivai abg2da9iaabccacaGGOaGaamiDamaaBaaajqwba+Faaiaad2gacaGG SaGaaGymaaqcfayabaGaaiykamaaBaaajuaibaGaaGOmaiaad6eaca aIXaaajuaGbeaacaGGSaaaaa@442C@

where

t m,1 ={ 43 h 5 120 u m ( 5 ) ,      m=1 131 h 5 120 u m ( 5 ) ,     m=2  73 h 5 60 u m ( 5 ) ,    2<m N      13 h 5 12 υ m ( 5 ) ,   m=N+1 2 h 5 15 υ m ( 5 ) ,   N+2m2N1 h 5 60 υ m ( 5 ) ,m = 2N. MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiDam aaBaaabaGaamyBaiaacYcacaaIXaaabeaacqGH9aqpdaGabaabaeqa baWaaSaaaeaacaaI0aGaaG4maiaadIgadaahaaqabKqbafaacaaI1a aaaaqcfayaaiaaigdacaaIYaGaaGimaaaadaqfWaqabeaacaWGTbaa baWaaeWaaeaacaaI1aaacaGLOaGaayzkaaaabaGaamyDaaaacaGGSa GaaeiiaiaabccacaqGGaGaaeiiaiaabccacaqGGaGaamyBaiabg2da 9iaaigdaaeaadaWcaaqaaiaaigdacaaIZaGaaGymaiaadIgadaahaa qcfauabeaacaaI1aaaaaqcfayaaiaaigdacaaIYaGaaGimaaaadaqf WaqabeaacaWGTbaabaWaaeWaaeaacaaI1aaacaGLOaGaayzkaaaaba GaamyDaaaacaGGSaGaaeiiaiaabccacaqGGaGaaeiiaiaabccacaWG TbGaeyypa0JaaGOmaiaabccaaeaadaWcaaqaaiaaiEdacaaIZaGaam iAamaaCaaabeqcfawaaiaaiwdaaaaajuaGbaGaaGOnaiaaicdaaaWa aubmaeqabaGaamyBaaqaamaabmaabaGaaGynaaGaayjkaiaawMcaaa qaaiaadwhaaaGaaiilaiaabccacaqGGaGaaeiiaiaabccacaaIYaGa eyipaWJaamyBaiabgsMiJkaabccacaWGobGaaeiiaiaabccacaqGGa GaaeiiaiaabccaaeaadaWcaaqaaiaaigdacaaIZaGaamiAamaaCaaa juaybeqaaiaaiwdaaaaajuaGbaGaaGymaiaaikdaaaWaaubmaeqaba GaamyBaaqaamaabmaabaGaaGynaaGaayjkaiaawMcaaaqaaiabew8a 1baacaGGSaGaaeiiaiaabccacaqGGaGaamyBaiabg2da9iaad6eacq GHRaWkcaaIXaaabaWaaSaaaeaacaaIYaGaamiAamaaCaaabeqcfawa aiaaiwdaaaaajuaGbaGaaGymaiaaiwdaaaWaaubmaeqabaGaamyBaa qaamaabmaabaGaaGynaaGaayjkaiaawMcaaaqaaiabew8a1baacaGG SaGaaeiiaiaabccacaqGGaGaamOtaiabgUcaRiaaikdacqGHKjYOca WGTbGaeyizImQaaGOmaiaad6eacqGHsislcaaIXaaabaWaaSaaaeaa caWGObWaaWbaaKqbGfqabaGaaGynaaaaaKqbagaacaaI2aGaaGimaa aadaqfWaqabeaacaWGTbaabaWaaeWaaeaacaaI1aaacaGLOaGaayzk aaaabaGaeqyXduhaaiaacYcacaWGTbGaaeiiaiabg2da9iaabccaca aIYaGaamOtaiaac6caaaGaay5Eaaaaaa@B096@

Let us define an error function the difference between approximate and exact solution of the difference method (2.4-2.5) i.e. E = w MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeyOeI0 caaa@3771@ W. Subtract (4.3) from (4.2) and substitute the above defined error into it, we will obtain

JE =T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGkbGaamyraiaabccacqGH9aqpcaWGubaaaa@3ABF@  (4.4)

Let investigate the inevitability of the matrices C 1  ( u )  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaeaacaaIXaaabeaacaGGGcWaaeWaaeaacaWG 1baacaGLOaGaayzkaaGaaiiOaaaa@3D13@  and C 2  ( υ )  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaeaacaaIYaaabeaacaGGGcWaaeWaaeaacqaH fpqDaiaawIcacaGLPaaacaGGGcaaaa@3DE1@ . These matrices have different structure so we have to rely on computation of explicit inverse. Let explicit inverses of C 1  ( u )  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaeaacaaIXaaabeaacaGGGcWaaeWaaeaacaWG 1baacaGLOaGaayzkaaGaaiiOaaaa@3D13@ and C 2  ( υ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaeaacaaIYaaabeaacaGGGcWaaeWaaeaacqaH fpqDaiaawIcacaGLPaaaaaa@3CBD@  be respectively C 1 1  ( υ )=( k i,j ) N×N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qadaqfWaqabeaacaaIXaaabaGaeyOeI0IaaGymaaqaaiaadoea aaGaaiiOamaabmaabaGaeqyXduhacaGLOaGaayzkaaGaeyypa0Zaae WaaeaacaWGRbWaaSbaaeaacaWGPbGaaiilaiaadQgaaeqaaaGaayjk aiaawMcaaiaacckacaGGobGaey41aqRaaiOtaaaa@499C@ , where

k i,j ={ ( Ni+1 ) ( N+N ) ,                                                                                        j = 1, i  j N i(Nj+1)( Nj+2 ) 2( N+N ) ,                                                                      j1,ijN, (Ni)(Ni+1)( N 2 j(j1)1)((Ni)21)(Nj+1)(N+j), 2( N+1 )        j<i    MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4Aam aaBaaabaGaamyAaiaacYcacaWGQbaabeaacqGH9aqpdaGabaabaeqa baWaaSaaaeaadaqadaqaaiaad6eaqaaaaaaaaaWdbiabgkHiT8aaca WGPbGaey4kaSIaaGymaaGaayjkaiaawMcaaaqaamaabmaabaGaamOt aiabgUcaRiaad6eaaiaawIcacaGLPaaaaaGaaiila8qacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcWdaiaadQgacaqGGaGa eyypa0JaaeiiaiaaigdacaGGSaGaaeiiaiaadMgacaqGGaGaeyizIm QaaeiiaiaadQgacaqGGaGaeyizImQaamOtaaqaamaalaaabaGaamyA aiaacIcacaWGobWdbiabgkHiTiaadQgapaGaey4kaSIaaGymaiaacM cadaqadaqaaiaad6eapeGaeyOeI0YdaiaadQgacqGHRaWkcaaIYaaa caGLOaGaayzkaaaabaGaaGOmamaabmaabaGaamOtaiabgUcaRiaad6 eaaiaawIcacaGLPaaaaaGaaiila8qacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcWdaiaadQgacqGHGjsUcaaIXaGaaiilaiaadMgacqGHKj YOcaWGQbGaeyizImQaamOtaiaacYcaaeaadaWcaaqaaiaacIcacaWG obWdbiabgkHiT8aacaWGPbGaaiykaiaacIcacaWGobWdbiabgkHiT8 aacaWGPbGaey4kaSIaaGymaiaacMcacaGGOaGaamOtamaaCaaabeqa aiaaikdaaaWdbiabgkHiT8aacaWGQbGaaiikaiaadQgapeGaeyOeI0 YdaiaaigdacaGGPaWdbiabgkHiT8aacaaIXaGaaiyka8qacqGHsisl paGaaiikaiaacIcacaWGobWdbiabgkHiT8aacaWGPbGaaiykaiaaik dapeGaeyOeI0YdaiaaigdacaGGPaGaaiikaiaad6eapeGaeyOeI0Ia amOAa8aacqGHRaWkcaaIXaGaaiykaiaacIcacaWGobGaey4kaSIaam OAaiaacMcacaGGSaaabaGaaGOmamaabmaabaGaamOtaiabgUcaRiaa igdaaiaawIcacaGLPaaaaaWdbiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaWGQbGaeyipaWJaamyAaiaacckacaGGGcGa aiiOaaaapaGaay5Eaaaaaa@616F@

and C 2  ( υ ) =( l i,j )N×N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaKqbafaacaaIYaaajuaGbeaacaGGGcWaaeWa aeaacqaHfpqDaiaawIcacaGLPaaacaGGGcGaeyypa0ZaaeWaaeaaca WGSbWaaSbaaeaacaWGPbGaaiilaiaadQgaaeqaaaGaayjkaiaawMca aiaad6eacqGHxdaTcaWGobaaaa@48A8@

l i,j ={ ( i1 ) 2 3 a 2,j ( i4 ) 2 3 a 1,j ,       i < j  (Nj+1) 2 4( N+N ) ,                     j=1,ijN, (Ni+1) 2 ( 2jN+8 ) 4( N+1 )       1 < j, j  i N    MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiBam aaBaaabaGaamyAaiaacYcacaWGQbaabeaacqGH9aqpdaGabaabaeqa baWaaSaaaeaadaqadaqaaiaadMgacqGHsislcaaIXaaacaGLOaGaay zkaaWaaWbaaeqabaGaaGOmaaaaaeaacaaIZaaaaiaadggadaWgaaqa aiaaikdacaGGSaGaamOAaaqabaGaeyOeI0YaaSaaaeaadaqadaqaai aadMgacqGHsislcaaI0aaacaGLOaGaayzkaaWaaWbaaeqabaGaaGOm aaaaaeaacaaIZaaaaiaadggadaWgaaqaaiaaigdacaGGSaGaamOAaa qabaGaaiilaabaaaaaaaaapeGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOa8aacaWGPbGaaeiiaiabgYda8iaabccacaWGQb GaaeiiaaqaamaalaaabaGaaiikaiaad6eapeGaeyOeI0IaamOAa8aa cqGHRaWkcaaIXaGaaiykamaaCaaabeqaaiaaikdaaaaabaGaaGinam aabmaabaGaamOtaiabgUcaRiaad6eaaiaawIcacaGLPaaaaaGaaiil a8qacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckacaGGGcGaaiiOaiaacckapaGaamOAaiabg2da9i aaigdacaGGSaGaamyAaiabgsMiJkaadQgacqGHKjYOcaWGobGaaiil aaqaamaalaaabaGaaiikaiaad6eapeGaeyOeI0YdaiaadMgacqGHRa WkcaaIXaGaaiykamaaCaaabeqaaiaaikdaaaWaaeWaaeaacaaIYaGa amOAaiabgkHiTiaad6eacqGHRaWkcaaI4aaacaGLOaGaayzkaaaaba GaaGinamaabmaabaGaamOtaiabgUcaRiaaigdaaiaawIcacaGLPaaa aaWdbiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOa8aacaaIXa GaaeiiaiabgYda8iaabccacaWGQbGaaiilaiaabccacaWGQbGaaeii aiabgsMiJkaabccacaWGPbGaaeiiaiabgsMiJkaad6eapeGaaiiOai aacckacaGGGcaaa8aacaGL7baaaaa@B571@

a 2,j ={ N 2 +2N6)4(N2j+2)((N+1)(N2j)(N3)) 8( N+N ) ,      2j< N 2 ( N 2 +2N6 ) 8( N+N ) ,                                                               j N 2 ( N 2 +2N6)2(5N16) (N2j) 2 +8, 8( N+1 )                            N 2 <jN    MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyyam aaBaaabaGaaGOmaiaacYcacaWGQbaabeaacqGH9aqpdaGabaabaeqa baWaaSaaaeaacaWGobWaaWbaaeqabaGaaGOmaaaacqGHRaWkcaaIYa GaamOtaabaaaaaaaaapeGaeyOeI0YdaiaaiAdacaGGPaWdbiabgkHi T8aacaaI0aGaaiikaiaad6eapeGaeyOeI0YdaiaaikdacaWGQbGaey 4kaSIaaGOmaiaacMcacaGGOaGaaiikaiaad6eacqGHRaWkcaaIXaGa aiykaiaacIcacaWGobWdbiabgkHiT8aacaaIYaGaamOAaiaacMcape GaeyOeI0YdaiaacIcacaWGobWdbiabgkHiT8aacaaIZaGaaiykaiaa cMcaaeaacaaI4aWaaeWaaeaacaWGobGaey4kaSIaamOtaaGaayjkai aawMcaaaaacaGGSaWdbiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaaikdacqGHKjYOcaWGQbGaeyipaWZaaSaaaeaacaWGobaaba GaaGOmaaaaa8aabaWaaSaaaeaadaqadaqaaiaad6eadaahaaqabeaa caaIYaaaaiabgUcaRiaaikdacaWGobWdbiabgkHiTiaaiAdaa8aaca GLOaGaayzkaaaabaGaaGioamaabmaabaGaamOtaiabgUcaRiaad6ea aiaawIcacaGLPaaaaaGaaiila8qacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckapaGaamOAamaalaaabaGaamOtaaqaaiaaikdaaa aabaWaaSaaaeaacaGGOaGaamOtamaaCaaabeqaaiaaikdaaaGaey4k aSIaaGOmaiaad6eapeGaeyOeI0IaaGOna8aacaGGPaWdbiabgkHiTi aaikdapaGaaiikaiaaiwdacaWGobWdbiabgkHiT8aacaaIXaGaaGOn aiaacMcacaGGOaGaamOta8qacqGHsislpaGaaGOmaiaadQgacaGGPa WaaWbaaeqabaGaaGOmaaaacqGHRaWkcaaI4aGaaiilaaqaaiaaiIda daqadaqaaiaad6eacqGHRaWkcaaIXaaacaGLOaGaayzkaaaaa8qaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOamaalaaabaGaamOtaaqaaiaaikdaaaGaeyipaWJaamOAai abgsMiJkaad6eacaGGGcGaaiiOaiaacckaaaWdaiaawUhaaaaa@06D8@

a 1,j ={ N 2 ( N1 )(N2j)(N2j+2) 8( N+N ) ,      2j< N 2 N( N+2 ) 8 ,                                          j= N 2 (N+1)(N+2Nj2 j 2 ), 4( N+1 )                        N 2 <jN    MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyyam aaBaaabaGaaGymaiaacYcacaWGQbaabeaacqGH9aqpdaGabaabaeqa baWaaSaaaeaacaWGobWaaWbaaeqabaGaaGOmaaaaqaaaaaaaaaWdbi abgkHiTmaabmaabaWdaiaad6eapeGaeyOeI0IaaGymaaGaayjkaiaa wMcaa8aacaGGOaGaamOta8qacqGHsislpaGaaGOmaiaadQgacaGGPa Gaaiikaiaad6eapeGaeyOeI0YdaiaaikdacaWGQbGaey4kaSIaaGOm aiaacMcaaeaacaaI4aWaaeWaaeaacaWGobGaey4kaSIaamOtaaGaay jkaiaawMcaaaaacaGGSaWdbiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaaikdacqGHKjYOcaWGQbGaeyipaWZaaSaaaeaacaWGob aabaGaaGOmaaaaa8aabaWaaSaaaeaacaWGobWaaeWaaeaacaWGobGa ey4kaSIaaGOmaaGaayjkaiaawMcaaaqaaiaaiIdaaaGaaiila8qaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiO aiaacckapaGaamOAaiabg2da9maalaaabaGaamOtaaqaaiaaikdaaa aabaWaaSaaaeaacaGGOaGaamOtaiabgUcaRiaaigdacaGGPaGaaiik aiaad6eacqGHRaWkcaaIYaGaamOtaiaadQgapeGaeyOeI0IaaGOmai aadQgadaahaaqabeaacaaIYaaaa8aacaGGPaGaaiilaaqaaiaaisda daqadaqaaiaad6eacqGHRaWkcaaIXaaacaGLOaGaayzkaaaaa8qaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcWaaSaaaeaacaWGobaa baGaaGOmaaaacqGH8aapcaWGQbGaeyizImQaamOtaiaacckacaGGGc GaaiiOaaaapaGaay5Eaaaaaa@CFF6@

It is easy to prove that matrices C 1  ( u )  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaeaacaaIXaaabeaacaGGGcWaaeWaaeaacaWG 1baacaGLOaGaayzkaaGaaiiOaaaa@3D13@  and C 2  ( υ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGdbWaaSbaaeaacaaIYaaabeaacaGGGcWaaeWaaeaacqaH fpqDaiaawIcacaGLPaaaaaa@3CBD@  are positive. Let us define following terms,15

υ up = C 2 ( u ) C 2 1 ( υ ),            υ low = C 1 ( υ ) C 1 1 ( υ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqaHfpqDpaWaaWbaaeqabaGaamyDaiaadchaaaGaeyypa0Ja eSyjIaLaam4qamaaBaaabaGaaGOmaaqabaWaaeWaaeaacaWG1baaca GLOaGaayzkaaWaaubmaeqabaGaaGOmaaqaa8qacqGHsislcaaIXaaa paqaaiaadoeaaaWaaeWaaeaacqaHfpqDaiaawIcacaGLPaaacqWILi cucaGGSaWdbiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaeqyXdu3aaWbaaeqabaGaam iBaiaad+gacaWG3baaaiabg2da98aacqWILicucaWGdbWaaSbaaeaa caaIXaaabeaadaqadaqaaiabew8a1bGaayjkaiaawMcaamaavadabe qaaiaaigdaaeaapeGaeyOeI0IaaGymaaWdaeaacaWGdbaaamaabmaa baGaeqyXduhacaGLOaGaayzkaaGaeSyjIafaaa@6A47@

M * = (1 +  υ up ) and  M *  = (1 +  υ low ). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamytam aaCaaabeqaaiaacQcaaaGaeyypa0JaaeiiaiaacIcacaaIXaGaaeii aiabgUcaRiaabccacqaHfpqDdaahaaqabeaacaWG1bGaamiCaaaaca GGPaGaaeiiaiaadggacaWGUbGaamizaiaabccacaWGnbWaaSbaaeaa caGGQaaabeaacaqGGaGaeyypa0JaaeiiaiaacIcacaaIXaGaaeiiai abgUcaRiaabccacqaHfpqDdaahaaqabeaacaWGSbGaam4BaiaadEha aaGaaiykaiaac6caaaa@5390@

Let us assume

M * M *   < M * + M *     and     M= p=1,2 max C p 1 ( u/υ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamytam aaCaaabeqaaiaacQcaaaGaamytamaaBaaabaGaaiOkaaqabaaeaaaa aaaaa8qacaGGGcGaaiiOaiabgYda88aacaWGnbWaaWbaaeqabaGaai OkaaaacqGHRaWkcaWGnbWaaSbaaeaacaGGQaaabeaapeGaaiiOaiaa cckacaGGGcGaaiiOaiaadggacaWGUbGaamizaiaacckacaGGGcGaai iOaiaacckadaqfWaqabeaacaWGWbGaeyypa0JaaGymaiaacYcacaaI YaaabaGaciyBaiaacggacaGG4baabaGaamytaiabg2da9aaacqWILi cupaWaaubmaeqabaGaamiCaaqaa8qacqGHsislcaaIXaaapaqaaiaa doeaaaWaaeWaaeaacaWG1bGaai4laiabew8a1bGaayjkaiaawMcaai ablwIiqbaa@61A1@

then matrix J is invertible15 and moreover

j 1 M M * M * M * + M * M * M *   MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqWILicucaWGQbWaaWbaaeqabaGaeyOeI0IaaGymaaaapaGa eSyjIaLaeyizIm6aaSaaaeaacaWGnbGaamytamaaBaaabaGaaiOkaa qabaGaamytamaaBaaabaWaaWbaaeqabaGaaiOkaaaaaeqaaaqaaiaa d2eadaWgaaqaaiaacQcaaeqaaiabgUcaRiaad2eadaahaaqabeaaca GGQaaaa8qacqGHsislpaGaamytamaaBaaabaGaaiOkaaqabaGaamyt amaaCaaabeqaaiaacQcaaaGaaeiiaaaaaaa@4ACE@ (4.5)

It is easy to prove that M M * M * M * + M * M * M *   MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfa4aaSaaae aacaWGnbGaamytamaaBaaabaGaaiOkaaqabaGaamytamaaBaaabaWa aWbaaeqabaGaaiOkaaaaaeqaaaqaaiaad2eadaWgaaqaaiaacQcaae qaaiabgUcaRiaad2eadaahaaqabeaacaGGQaaaaabaaaaaaaaapeGa eyOeI0Ydaiaad2eadaWgaaqaaiaacQcaaeqaaiaad2eadaahaaqabe aacaGGQaaaaiaabccaaaaaaa@43F1@ is finite. Thus from (4.4) and (4.5), we have

E=T J 1 T M M * M * M * + M * M * M *   MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqWILicucaWGfbWdaiablwIiqjabg2da98qacqWILicucaWG ubGaamOsamaaCaaabeqaaiabgkHiTiaaigdaaaWdaiablwIiqjabgs MiJ+qacqWILicucaWGubWdaiablwIiqnaalaaabaGaamytaiaad2ea daWgaaqaaiaacQcaaeqaaiaad2eadaWgaaqaamaaCaaabeqaaiaacQ caaaaabeaaaeaacaWGnbWaaSbaaeaacaGGQaaabeaacqGHRaWkcaWG nbWaaWbaaeqabaGaaiOkaaaapeGaeyOeI0Ydaiaad2eadaWgaaqaai aacQcaaeqaaiaad2eadaahaaqabeaacaGGQaaaaiaabccaaaaaaa@530E@ (4.6)

and E MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqWILicucaWGfbWdaiablwIiqbaa@39CD@ is bounded. It is easy to prove E MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqWILicucaWGfbWdaiablwIiqbaa@39CD@ tends to zero as h0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiAai abgkziUkaaicdaaaa@3A18@ . So we can conclude that finite difference method (2.4-2.5) converge and the order of convergence of the difference method (2.4-2.5) is at least O( h 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4tam aabmaabaGaamiAamaaCaaajuaibeqaaiaaikdaaaaajuaGcaGLOaGa ayzkaaaaaa@3B68@

Numerical Results

To test the computational efficiency of method (2.4), we have considered four model problems. In each model problem, we took uniform step size h. In Table 1 to Table 4, we have shown MAEU and MAEV the maximum absolute error in the solution u(x) and derivatives of solution v(x) of the problems (1.1) for different values of N. We have used the following formulas in computation of MAEU and MAEV:

MAEU =  max 1iN | u( x i ) u i | MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamytai aadgeacaWGfbGaamyvaiaabccacqGH9aqpcaqGGaWaaybuaeqabaGa aGymaiabgsMiJkaadMgacqGHKjYOcaWGobaabeqaaiGac2gacaGGHb GaaiiEaaaadaabdaqaaiaadwhadaqadaqaaiaadIhadaWgaaqaaiaa dMgaaeqaaaGaayjkaiaawMcaaiabgkHiTiaadwhadaWgaaqaaiaadM gaaeqaaaGaay5bSlaawIa7aaaa@4FDC@

MAEV =  max 1iN | u'( x i ) v i | MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamytai aadgeacaWGfbGaamOvaiaabccacqGH9aqpcaqGGaWaaybuaeqabaGa aGymaiabgsMiJkaadMgacqGHKjYOcaWGobaabeqaaiGac2gacaGGHb GaaiiEaaaadaabdaqaaiaadwhacaGGNaWaaeWaaeaacaWG4bWaaSba aeaacaWGPbaabeaaaiaawIcacaGLPaaacqGHsislcaWG2bWaaSbaae aacaWGPbaabeaaaiaawEa7caGLiWoaaaa@5089@

N

16

32

64

128

MAEU.1

4035692(-2)

.26897894(-3)

.57788714(-6)

 .98105907(-7)

MAEV.

11683015(-4)

.13530459(-6)

 .20602256(-6)

 .20949233(-5)

Table 1 Maximum absolute error (Problem 1)

We have used Gauss Seidel and Newton-Raphson iteration method to solve respectively linear and nonlinear system of equations arised from equation (2.4). All computations were performed on a Windows 2007 Ultimate operating system in the GNU FORTRAN environment version 99 compiler (2.95 of gcc) on Intel Core i3-2330M, 2.20 Ghz PC. The solutions are computed on N nodes and iteration is continued until either the maximum difference between two successive iterates is less than 10 6 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaaGymai aaicdadaahaaqabeaacqGHsislcaaI2aaaaaaa@39C8@ or the number of iteration reached 10 3 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaaGymai aaicdakmaaCaaaleqabaGaaG4maaaaaaa@38ED@ .

Problem 1 The model linear problem given by

u (6) (x) = xu(x) + (24 11x + 2 x 2  +  x 3 ) exp(x), 0 < x < 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfasaaiaacIcacaaI2aGaaiykaaaajuaGcaGGOaGaamiE aiaacMcacaqGGaGaeyypa0JaaeiiaabaaaaaaaaapeGaeyOeI0Ydai aadIhacaWG1bGaaiikaiaadIhacaGGPaGaaeiiaiabgUcaRiaabcca caGGOaGaaGOmaiaaisdacaqGGaWdbiabgkHiT8aacaaIXaGaaGymai aadIhacaqGGaGaey4kaSIaaeiiaiaaikdacaWG4bWaaWbaaeqajuaq baGaaGOmaaaajuaGcaqGGaGaey4kaSIaaeiiaiaadIhadaahaaqabK qbafaacaaIZaaaaKqbakaacMcacaqGGaGaciyzaiaacIhacaGGWbGa aiika8qacqGHsislpaGaamiEaiaacMcacaGGSaGaaeiiaiaaicdaca qGGaGaeyipaWJaaeiiaiaadIhacaqGGaGaeyipaWJaaeiiaiaaigda aaa@6751@

Subject to boundary conditions

u(0) = 0, u"(0) = 0,  u (4) (0) = 8, u(1) = 2 exp(1), MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaaIWaGaaiykaiaabccacqGH9aqpcaqGGaGaaGimaiaacYca caqGGaGaamyDaiaackcacaGGOaGaaGimaiaacMcacaqGGaGaeyypa0 JaaeiiaiaaicdacaGGSaGaaeiiaiaadwhadaahaaqabKqbGeaacaGG OaGaaGinaiaacMcaaaqcfaOaaiikaiaaicdacaGGPaGaaeiiaiabg2 da9iaabccacaaI4aGaaiilaiaabccacaWG1bGaaiikaiaaigdacaGG PaGaaeiiaiabg2da9iaabccacaaIYaGaaeiiaiaadwgacaWG4bGaam iCaiaacIcaqaaaaaaaaaWdbiabgkHiT8aacaaIXaGaaiykaiaacYca aaa@5DCE@

u (3) (1) = exp(1) and  u (4) (1) = 2 exp(1). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaajuaibeqaaiaacIcacaaIZaGaaiykaaaajuaGcaGGOaGaaGym aiaacMcacaqGGaGaeyypa0JaaeiiaiaadwgacaWG4bGaamiCaiaacI caqaaaaaaaaaWdbiabgkHiT8aacaaIXaGaaiykaiaabccacaWGHbGa amOBaiaadsgacaqGGaGaamyDamaaCaaabeqcfasaaiaacIcacaaI0a GaaiykaaaajuaGcaGGOaGaaGymaiaacMcacaqGGaGaeyypa0Jaaeii aiaaikdacaqGGaGaamyzaiaadIhacaWGWbGaaiika8qacqGHsislpa GaaGymaiaacMcacaGGUaaaaa@5942@

The analytical solution of the problem is u(x) = x(1 + x) exp(x). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWG4bGaaiykaiaabccacqGH9aqpcaqGGaGaamiEaiaacIca caaIXaGaaeiiaiabgUcaRiaabccacaWG4bGaaiykaiaabccacaWGLb GaamiEaiaadchacaGGOaaeaaaaaaaaa8qacqGHsislpaGaamiEaiaa cMcacaGGUaaaaa@49F9@ The MAEU and MAEV computed by method (2.4-2.5) for different values of N are presented in Table 1.

Problem 2 The model linear problem given by

u (6) (x) = u(x) + 6(2xcos( x )+5sin( x )),    0<x<1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqaaiaacIcacaaI2aGaaiykaaaacaGGOaGaamiEaiaacMca caqGGaGaeyypa0JaaeiiaabaaaaaaaaapeGaeyOeI0Ydaiaadwhaca GGOaGaamiEaiaacMcacaqGGaGaey4kaSIaaeiiaiaabAdacaGGOaGa aGOmaiaadIhaciGGJbGaai4BaiaacohadaqadaqaaiaadIhaaiaawI cacaGLPaaacqGHRaWkcaaI1aGaci4CaiaacMgacaGGUbWaaeWaaeaa caWG4baacaGLOaGaayzkaaGaaiykaiaacYcapeGaaiiOaiaacckaca GGGcGaaiiOaiaaicdacqGH8aapcaWG4bGaeyipaWJaaGymaaaa@5EDC@

Subject to boundary conditions

u(0) = 0, u"(0) = 0,  u (4) (0) = 0, u(1) = 0, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaaIWaGaaiykaiaabccacqGH9aqpcaqGGaGaaGimaiaacYca caqGGaGaamyDaiaackcacaGGOaGaaGimaiaacMcacaqGGaGaeyypa0 JaaeiiaiaaicdacaGGSaGaaeiiaiaadwhadaahaaqabeaacaGGOaGa aGinaiaacMcaaaGaaiikaiaaicdacaGGPaGaaeiiaiabg2da9iaabc cacaqGWaGaaiilaiaabccacaWG1bGaaiikaiaaigdacaGGPaGaaeii aiabg2da9iaabccacaqGWaGaaiilaaaa@564B@

u (3) (1) = 6sin( 1 )+6cos( 1 )  and   u (4) (1)= 12sin( 1 )8cos( 1 ). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqaaiaacIcacaaIZaGaaiykaaaacaGGOaGaaGymaiaacMca caqGGaGaeyypa0JaaeiiaabaaaaaaaaapeGaeyOeI0IaaGOnaiGaco hacaGGPbGaaiOBamaabmaabaGaaGymaaGaayjkaiaawMcaaiabgUca RiaaiAdaciGGJbGaai4BaiaacohadaqadaqaaiaaigdaaiaawIcaca GLPaaacaGGGcGaaiiOaiaadggacaWGUbGaamizaiaacckacaGGGcWd aiaadwhadaahaaqabeaacaGGOaGaaGinaiaacMcaaaGaaiikaiaaig dacaGGPaGaeyypa0Jaaeiia8qacqGHsislcaaIXaGaaGOmaiGacoha caGGPbGaaiOBamaabmaabaGaaGymaaGaayjkaiaawMcaaiabgkHiTi aaiIdaciGGJbGaai4BaiaacohadaqadaqaaiaaigdaaiaawIcacaGL PaaacaGGUaaaaa@6911@

The analytical solution of the problem is u(x) = ( x 2 1) sin(x). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWG4bGaaiykaiaabccacqGH9aqpcaqGGaGaaiikaiaadIha daahaaqabeaacaaIYaaaaabaaaaaaaaapeGaeyOeI0Ydaiaaigdaca GGPaGaaeiiaiGacohacaGGPbGaaiOBaiaacIcacaWG4bGaaiykaiaa c6caaaa@47AE@ The MAEU and MAEV computed by method (2.4-2.5) for different values of N are presented in Table 2.

N

16

32

64

128

MAEU.1

.26380718(-2)

.56681037(-3)

.15497208(-5)

 .89406967(-7)

MAEV.

.71525574(-5)

.95367432(-6)

.23841858(-5)

.23841858(-5)

Table 2 Maximum absolute error (Problem 2)

Problem 3 The model nonlinear problem16 given by

u (6) (x) =  u 2 (x) exp(x),       0 < x < 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqaaiaacIcacaaI2aGaaiykaaaacaGGOaGaamiEaiaacMca caqGGaGaeyypa0JaaeiiaiaadwhadaWgaaqaaiaaikdaaeqaaiaacI cacaWG4bGaaiykaiaabccaciGGLbGaaiiEaiaacchacaGGOaGaamiE aiaacMcacaGGSaGaaeiiaabaaaaaaaaapeGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcWdaiaaicdacaqGGaGaeyipaWJaaeiiaiaa dIhacaqGGaGaeyipaWJaaeiiaiaaigdaaaa@57BC@

Subject to boundary conditions

u (0)  = 1, u"(0) = 1, u (4) (0)  = 1, u(1) = exp(1), MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqaaiaacIcacaaIWaGaaiykaaaacaqGGaGaeyypa0Jaaeii aiaaigdacaGGSaGaaeiiaiaadwhacaGGIaGaaiikaiaaicdacaGGPa Gaaeiiaiabg2da9iaabccacaaIXaGaaiilaiaabccacaWG1bGaaiik aiaaisdacaGGPaWaaWbaaeqabaGaaiikaiaaicdacaGGPaaaaiaabc cacqGH9aqpcaqGGaGaaGymaiaacYcacaqGGaGaamyDaiaacIcacaaI XaGaaiykaiaabccacqGH9aqpcaqGGaGaciyzaiaacIhacaGGWbGaai ikaabaaaaaaaaapeGaeyOeI0YdaiaaigdacaGGPaGaaiilaaaa@5BCF@

u"(1) = exp(1) and  u (4) (1) = exp(1). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aackcacaGGOaGaaGymaiaacMcacaqGGaGaeyypa0JaaeiiaiGacwga caGG4bGaaiiCaiaacIcaqaaaaaaaaaWdbiabgkHiT8aacaaIXaGaai ykaiaabccacaWGHbGaamOBaiaadsgacaqGGaGaamyDamaaCaaabeqa aiaacIcacaaI0aGaaiykaaaacaGGOaGaaGymaiaacMcacaqGGaGaey ypa0JaaeiiaiGacwgacaGG4bGaaiiCaiaacIcapeGaeyOeI0Ydaiaa igdacaGGPaGaaeOlaaaa@54D6@

The analytical solution of the problem is u(x) = exp(x). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWG4bGaaiykaiaabccacqGH9aqpcaqGGaGaamyzaiaadIha caWGWbGaaiikaabaaaaaaaaapeGaeyOeI0IaamiEa8aacaGGPaGaai Olaaaa@4320@  The MAEU and MAEV computed by method (2.4-2.5) for different values of N are presented in Table 3.

N

32

64

128

256

MAEU.1

.14109015(-2)

.64671040(-4)

.17881393(-6)

.11920929(-6)

MAEV.

.25051057(-1)

.25049835(-1)

.25040478(-1)

.25039405(-1)

Table 3 Maximum absolute error (Problem 3)

Problem 4 The model nonlinear problem given by

u (6) (x) = 8sin( u 2 ( x )exp( x )+ cos 2 ( x )exp( 1 ) ),   0<x<1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfasaaiaacIcacaaI2aGaaiykaaaajuaGcaGGOaGaamiE aiaacMcacaqGGaGaeyypa0JaaeiiaabaaaaaaaaapeGaaGioaiGaco hacaGGPbGaaiOBamaabmaabaGaamyDamaaCaaabeqcfauaaiaaikda aaqcfa4aaeWaaeaacaWG4baacaGLOaGaayzkaaGaciyzaiaacIhaca GGWbWaaeWaaeaacaWG4baacaGLOaGaayzkaaGaey4kaSIaci4yaiaa c+gacaGGZbWaaWbaaeqajuaqbaGaaGOmaaaajuaGdaqadaqaaiaadI haaiaawIcacaGLPaaaciGGLbGaaiiEaiaacchadaqadaqaaiabgkHi TiaaigdaaiaawIcacaGLPaaaaiaawIcacaGLPaaacaGGSaGaaiiOai aacckacaGGGcGaaGimaiabgYda8iaadIhacqGH8aapcaaIXaaaaa@658C@

Subject to boundary conditions

u(0) = 0, u"(0) = 2,  u (4) (0) = 0, u(1) = sin( 1 ) exp(1), MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaaIWaGaaiykaiaabccacqGH9aqpcaqGGaGaaGimaiaacYca caqGGaGaamyDaiaackcacaGGOaGaaGimaiaacMcacaqGGaGaeyypa0 JaaeiiaabaaaaaaaaapeGaeyOeI0IaaGOmaiaacYcapaGaaeiiaiaa dwhadaahaaqabKqbGeaacaGGOaGaaGinaiaacMcaaaqcfaOaaiikai aaicdacaGGPaGaaeiiaiabg2da9iaabccacaqGWaGaaiilaiaabcca caWG1bGaaiikaiaaigdacaGGPaGaaeiiaiabg2da9iaabccacaqGZb GaaeyAaiaab6gadaqadaqaaiaaigdaaiaawIcacaGLPaaacaqGGaGa amyzaiaadIhacaWGWbGaaiika8qacqGHsislpaGaaGymaiaacMcaca GGSaaaaa@6328@

u (3) (1) = 2sin( 1 )exp(1)+2cos( 1 ) exp(1)     and  u (4) (1) = 4sin( 1 )exp(1). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaajuaibeqaaiaacIcacaaIZaGaaiykaaaajuaGcaGGOaGaaGym aiaacMcacaqGGaGaeyypa0JaaeiiaiaaikdaciGGZbGaaiyAaiaac6 gadaqadaqaaiaaigdaaiaawIcacaGLPaaaciGGLbGaaiiEaiaaccha caGGOaaeaaaaaaaaa8qacqGHsislpaGaaGymaiaacMcacqGHRaWkca aIYaGaci4yaiaac+gacaGGZbWaaeWaaeaacaaIXaaacaGLOaGaayzk aaGaaeiiaiGacwgacaGG4bGaaiiCaiaacIcapeGaeyOeI0Ydaiaaig dacaGGPaWdbiaacckacaGGGcGaaiiOaiaacckacaGGGcGaamyyaiaa d6gacaWGKbWdaiaabccacaWG1bWaaWbaaeqajuaibaGaaiikaiaais dacaGGPaaaaKqbakaacIcacaaIXaGaaiykaiaabccacqGH9aqpcaqG GaWdbiabgkHiTiaaisdaciGGZbGaaiyAaiaac6gadaqadaqaaiaaig daaiaawIcacaGLPaaapaGaciyzaiaacIhacaGGWbGaaiika8qacqGH sislpaGaaGymaiaacMcacaGGUaaaaa@7722@

The analytical solution of the problem is u(x) = exp(x). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWG4bGaaiykaiaabccacqGH9aqpcaqGGaGaamyzaiaadIha caWGWbGaaiikaabaaaaaaaaapeGaeyOeI0IaamiEa8aacaGGPaGaai Olaaaa@4320@ The MAEU and MAEV computed by method (2.4-2.5) for different values of N are presented in Table 4. The accuracy in numerical solution in considered model problems is satisfactory and increases as step size h decreases. The order of proposed method can be observed from the numerical experiment. Overall method is efficient and order of accuracy is at least quadratic. However inaccurate approximation in boundary condition affect the accuracy, it approved in numerical results obtained in considered example 3. If we do higher order approximation in boundary condition then this situation will destroy the matrix structure and proposed method may not converge. The advantage of the proposed method (2.4-2.5) is we get numerical approximation of third derivative of solution of problem as a byproduct which is otherwise useful.

N

8

16

32

64

MAEU.1

.11576825(-2)

.30554202(-3)

.29175042(-4)

.37556333(-7)

MAEV.

.46980762(-3)

.49946433(-4)

.80634038(-6)

.64549158(-6)

Table 4 Maximum absolute error (Problem 4)

Conclusion

To find the numerical solution of sixth order boundary value problems using finite difference method has been developed. At nodal point x =  x i , i = 1, 2..,N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiEai aabccacqGH9aqpcaqGGaGaamiEamaaBaaabaGaamyAaaqabaGaaiil aiaabccacaWGPbGaaeiiaiabg2da9iaabccacaaIXaGaaiilaiaabc cacaaIYaGaaiOlaiaac6cacaGGSaGaamOtaaaa@4617@  we have obtained a system of algebraic equations given by (2.4-2.5) which is system of linear equations if source function f(x, u) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOzai aacIcacaWG4bGaaiilaiaabccacaWG1bGaaiykaaaa@3C12@  is linear otherwise system of nonlinear equations. The propose method in numerical experiments has approved its efficiency and accuracy; moreover we get numerical approximation of third derivative as a byproduct. In future work, we will deal with improvement in present idea. Work in this direction is in progress.

Acknowledgements

None.

Conflict of interest

The author declares there is no conflict of interest.

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