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Open Access Journal of
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Science

Review Article Volume 3 Issue 1

Solving numerically a seventh order boundary value problem by splitting coupled finite difference method

Pramod Kumar Pandey

Associate Professor, Dyal Singh College (University of Delhi), India

Correspondence: Pramod Kumar Pandey, Associate Professor, Dyal Singh College (University of Delhi), Lodhi Road, New Delhi 110003, India, Tel 9910206270

Received: December 13, 2018 | Published: February 22, 2019

Citation: Pandey PK. Solving numerically a seventh order boundary value problem by splitting coupled finite difference method. Open Access J Sci. 2019;3(1):32-36. DOI: 10.15406/oajs.2019.03.00126

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Abstract

In this present article we concerned with numerical solution of seventh order boundary value problem. We have proposed a novel finite difference method and derived proposed finite difference method by splitting coupled equations method. Under appropriate conditions, we have established the convergence of the proposed method. Also we have obtained a numerical value of derivative of solution of the problem which is practically useful in some modeling problem. We have applied proposed method for the numerical solution of model problems. Numerical results are in good agreement to the proposed theoretical results.

Keywords: boundary value problem, finite difference method, higher order convergence, seventh order differential equation, splitting couple method

Introduction

In the present article we consider seventh order boundary value problem of the following form:

u (7) (x) = f(x, u), a < x < b, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfasaaiaacIcacaaI3aGaaiykaaaajuaGcaGGOaGaamiE aiaacMcacaqGGaGaeyypa0JaaeiiaiaadAgacaGGOaGaamiEaiaacY cacaqGGaGaamyDaiaacMcacaGGSaGaaeiiaiaadggacaqGGaGaeyip aWJaaeiiaiaadIhacaqGGaGaeyipaWJaaeiiaiaadkgacaGGSaaaaa@4E07@    (1.1)

Subject to the boundary conditions

u(a) =  α 1 , u'(a) =  α 2 , u"(a) =  α 3 ,  u (3) (a) = 4, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWGHbGaaiykaiaabccacqGH9aqpcaqGGaGaeqySde2aaSba aeaacaaIXaaabeaacaGGSaGaaeiiaiaadwhacaGGNaGaaiikaiaadg gacaGGPaGaaeiiaiabg2da9iaabccacqaHXoqydaWgaaqaaiaaikda aeqaaiaacYcacaqGGaGaamyDaiaackcacaGGOaGaamyyaiaacMcaca qGGaGaeyypa0Jaaeiiaiabeg7aHnaaBaaabaGaaG4maaqabaGaaiil aiaabccacaWG1bWaaWbaaeqabaGaaiikaiaaiodacaGGPaaaaiaacI cacaWGHbGaaiykaiaabccacqGH9aqpcaqGGaGaaGinaiaacYcaaaa@5CFC@

u(b) =  β 1 , u'(b) =  β 2      and    u"(b) =  β 3 , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWGIbGaaiykaiaabccacqGH9aqpcaqGGaGaeqOSdi2aaSba aKqbGeaacaaIXaaajuaGbeaacaGGSaGaaeiiaiaadwhacaGGNaGaai ikaiaadkgacaGGPaGaaeiiaiabg2da9iaabccacqaHYoGydaWgaaqa aKqbGiaaikdaaKqbagqaaabaaaaaaaaapeGaaiiOaiaacckacaGGGc GaaiiOaiaacckapaGaamyyaiaad6gacaWGKbWdbiaacckacaGGGcGa aiiOaiaacckapaGaamyDaiaackcacaGGOaGaamOyaiaacMcacaqGGa Gaeyypa0Jaaeiiaiabek7aInaaBaaajuaqbaGaaG4maaqcfayabaGa aiilaaaa@618C@

Where α 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqySde 2aaSbaaKqbafaacaaIXaaajuaGbeaaaaa@39DB@ , α 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqySde 2aaSbaaKqbafaacaaIYaaajuaGbeaaaaa@39DC@ , α 3 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqySde 2aaSbaaKqbafaacaaIZaaabeaaaaa@394F@ , α 4 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqySde 2aaSbaaKqbGeaacaaI0aaabeaaaaa@3930@ , β 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqOSdi 2aaSbaaKqbGeaacaaIXaaajuaGbeaaaaa@39BD@ , β 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqOSdi 2aaSbaaKqbGeaacaaIYaaajuaGbeaaaaa@39BE@ , and β 3 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqOSdi 2aaSbaaKqbafaacaaIZaaajuaGbeaaaaa@39DF@ are real constant.

The problems in physical sciences can be modeled mathematically and formulated by differential equations. The problems in engineering sciences deal with the formulation and solution of higher order differential equation. The higher order differential equation and boundary value problem studied and discussed in.1 In particular seventh order boundary value problems arise in mathematical modeling of induction motors with two rotor circuits.2 To ensure the existence and uniqueness of the solution of the problem (1.1), we presume the smoothness of the forcing function f( x, u ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfageaaaaaa aaa8qacaWGMbqcfa4damaabmaajuaybaWdbiaadIhacaGGSaGaaeii aiaadwhaa8aacaGLOaGaayzkaaaaaa@3D6C@ . However for the detail discussion on the existence and uniqueness of the solution of higher order differential equations and corresponding BVPs, we can refer.3 In the present article, we concerned with numerical solution of reference problem instead of the analytical solution. In the literature on the numerical solutions of BVPs, several numerical methods have been reported for seventh order boundary value problems. We can list some of them for instance Variational Iteration Method,4 Variation of Parameters Method,5 Differential Transformation Method,6 Reproducing Kernel Space,7 Collocation Method using Sextic B- Splines,8 Homotopy Analysis Method,9 Optimal Homotopy Asymptotic Method10 and references there in. Some advance numerical techniques for numerical solution of boundary value problems have been reported in the literature. These techniques are very satisfactory and yield a highly accurate numerical solution. Hence, the purpose of this article is to incorporate these advancements in developing numerical technique for numerical solution of seventh order boundary value problems (1.1). So we incorporated the those ideas in developing an accurate and convergent finite difference method for numerical solution of seventh order boundary value problem by split- ting method, a system of boundary value problems. We hope that others may find the proposed method as an improvement in numerical technique to those existing techniques for the seventh order boundary value problems in the literature. We shall present our work in this article as follows: In Section 2 the finite difference method, in Section 3 the derivation of the proposed finite difference method. In Section 4, the convergence analysis of the proposed method under appropriate condition. The numerical experiment on model problems and short discussion on numerical results are presented in Section 5. A summary on the overall development and performance of the proposed method are presented in Section 6.

The difference method

Let us assume problem (1.1) posses solution and it will be u( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfageaaaaaa aaa8qacaWG1bqcfa4damaabmaajuaybaWdbiaadIhaa8aacaGLOaGa ayzkaaaaaa@3B2E@ such that

u (4) (x) = v(x), a < x < b MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqcfasaaiaacIcacaaI0aGaaiykaaaajuaGcaGGOaGaamiE aiaacMcacaqGGaGaeyypa0JaaeiiaiaadAhacaGGOaGaamiEaiaacM cacaGGSaGaaeiiaiaadggacaqGGaGaeyipaWJaaeiiaiaadIhacaqG GaGaeyipaWJaaeiiaiaadkgaaaa@4B17@     (2.1)

And the boundary conditions are

u(a) =  α 1 , u'(a) =  α 2 , u(b) = β 1  and u'(b) = β 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWGHbGaaiykaiaabccacqGH9aqpcaqGGaGaeqySde2aaSba aKqbGeaacaaIXaaajuaGbeaacaGGSaGaaeiiaiaadwhacaGGNaGaai ikaiaadggacaGGPaGaaeiiaiabg2da9iaabccacqaHXoqydaWgaaqc fauaaiaaikdaaKqbagqaaiaacYcacaqGGaGaamyDaiaacIcacaWGIb GaaiykaiaabccacqGH9aqpcqaHYoGydaWgaaqcfauaaiaaigdaaKqb agqaaiaabccacaWGHbGaamOBaiaadsgacaqGGaGaamyDaiaacEcaca GGOaGaamOyaiaacMcacaqGGaGaeyypa0JaeqOSdi2aaSbaaKqbafaa caaIYaaajuaGbeaaaaa@609A@

Where augment function v( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG2bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A53@ is regular and differentiable in [a, b]. Further we have following third order boundary value problem,

v (3) (x) = f(x, u), a < x < b MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamODam aaCaaabeqcfauaaiaacIcacaaIZaGaaiykaaaajuaGcaGGOaGaamiE aiaacMcacaqGGaGaeyypa0JaaeiiaiaadAgacaGGOaGaamiEaiaacY cacaqGGaGaamyDaiaacMcacaGGSaGaaeiiaiaadggacaqGGaGaeyip aWJaaeiiaiaadIhacaqGGaGaeyipaWJaaeiiaiaadkgaaaa@4D74@     (2.2)

And the boundary conditions are

u"(a) =  α 3 ,  u (3) (a) =  α 3  and u"(b) =  β 3 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aackcacaGGOaGaamyyaiaacMcacaqGGaGaeyypa0Jaaeiiaiabeg7a HnaaBaaabaGaaG4maaqabaGaaiilaiaabccacaWG1bWaaWbaaeqaba GaaiikaiaaiodacaGGPaaaaiaacIcacaWGHbGaaiykaiaabccacqGH 9aqpcaqGGaGaeqySde2aaSbaaeaacaaIZaaabeaacaqGGaGaamyyai aad6gacaWGKbGaaeiiaiaadwhacaGGIaGaaiikaiaadkgacaGGPaGa aeiiaiabg2da9iaabccacqaHYoGydaWgaaqaaiaaiodaaeqaaaaa@576C@

To incorporate these boundary conditions, let us define

v(x) =  u (4) (x)λu"(x) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamODai aacIcacaWG4bGaaiykaiaabccacqGH9aqpcaqGGaGaamyDamaaCaaa beqcfauaaiaacIcacaaI0aGaaiykaaaajuaGcaGGOaGaamiEaiaacM caqaaaaaaaaaWdbiaacobicqaH7oaBpaGaamyDaiaackcacaGGOaGa amiEaiaacMcaaaa@4916@     (2.3)

Where λ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqaH7oaBaaa@3858@ is coupling constant and λ  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqaH7oaBkiaacckacqGHiiIZaaa@3B0A@ (0, 1). So we get problems (2.1)-(2.3), a system of boundary value problems by splitting method from problem (1.1). Thus the seventh order boundary value problem (1.1) has been transformed into a sys- tem of boundary value problems (2.1)-(2.3). Solving numerically problem (1.1) is equivalent to solve numerically system of problems (2.1)-(2.3). We partition the interval [a,b] in which the solution of problem (1.1) is desired to introduce finite number of mesh points. In these subintervals mesh points a x 0 <  x 1 <  x 2 < ...... <  x N +1 b MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGHbGaeyizImQaamiEa8aadaWgaaqaa8qadaWgaaqaaiaa icdaaeqaaaWdaeqaa8qacqGH8aapcaqGGaGaamiEa8aadaWgaaqaa8 qadaWgaaqaaiaaigdaaeqaaaWdaeqaa8qacqGH8aapcaqGGaGaamiE amaaBaaabaWdamaaBaaabaWdbiaaikdaa8aabeaaa8qabeaacqGH8a apcaqGGaGaaiOlaiaac6cacaGGUaGaaiOlaiaac6cacaGGUaGaaeii aiabgYda8iaabccacaWG4bWaaSbaaeaadaahaaqabeaadaWgaaqaa8 aadaWgaaqaa8qacaWGobaapaqabaWaaSbaaeaapeGaey4kaSIaaGym aaWdaeqaaaWdbeqaaaaaaeqaaiabgsMiJkaadkgaaaa@525E@  are generated by using uniform step length such that x i =a+ih, i= 0,1,2, ....., N+ 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG4bWdamaaBaaabaWdbiaadMgaa8aabeaapeGaeyypa0Ja amyyaiabgUcaRiaadMgacaWGObGaaiilaiaacckacaWGPbGaeyypa0 JaaeiiaiaaicdacaGGSaGaaGymaiaacYcacaaIYaGaaiilaiaabcca caGGUaGaaiOlaiaac6cacaGGUaGaaiOlaiaacYcacaqGGaGaamOtai abgUcaRiaabccacaaIXaaaaa@4EC6@ . 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 mesh points x i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG4bWdamaaBaaabaWdbiaadMgaa8aabeaaaaa@38DE@ . We denote the numerical approximation of u( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A52@ and f( x, u( x ) ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGMbWdamaabmaabaWdbiaadIhacaGGSaGaaeiiaiaadwha paWaaeWaaeaapeGaamiEaaWdaiaawIcacaGLPaaaaiaawIcacaGLPa aaaaa@3F35@ respectively by u i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaBaaabaaeaaaaaaaaa8qacaWGPbaapaqabaaaaa@38BC@ and f i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOzam aaBaaabaaeaaaaaaaaa8qacaWGPbaapaqabaaaaa@38AD@ at these mesh point x= x i ,i= 1,2, ....., N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG4bGaeyypa0JaamiEa8aadaWgaaqaa8qacaWGPbaapaqa baWdbiaacYcacaWGPbGaeyypa0JaaeiiaiaaigdacaGGSaGaaGOmai aacYcacaqGGaGaaiOlaiaac6cacaGGUaGaaiOlaiaac6cacaGGSaGa aeiiaiaad6eaaaa@4752@ . Also the boundary value problem (1.1) replaced by the system of boundary value problems (2.1)-(2.3) may be written as under

u ( 4 ) i  = υ i , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaxababaWaaeWaaeaacaaI0aaacaGLOaGaayzkaaaabaGaamyAaaqa baaeaaaaaaaaa8qacaGGGcWdaiabg2da9iabew8a1naaBaaabaGaam yAaaqabaGaaiilaaaa@40C0@     (2.4)

υ ( 3 ) i  = f i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaeqyXdu 3aaCbeaeaadaqadaqaaiaaiodaaiaawIcacaGLPaaaaeaacaWGPbaa beaaqaaaaaaaaaWdbiaacckapaGaeyypa0JaamOzamaaBaaabaGaam yAaaqabaaaaa@4000@

At these node x= x i , i= 0, .., N+ 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG4bGaeyypa0JaamiEa8aadaWgaaqaa8qacaWGPbaapaqa baWdbiaacYcacaqGGaGaamyAaiabg2da9iaabccacaaIWaGaaiilai aabccacaGGUaGaaiOlaiaacYcacaqGGaGaamOtaiabgUcaRiaabcca caaIXaaaaa@46B2@ . Following the ideas in,11,12 we propose our finite difference method for a numerical solution of problem (2.4),

2( u i1 2 u i+1 )+h( u ' i+1 u ' i1 )= h 4 90 ( υ i+1 +13 υ i +υi1 ), MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaGGtaIaaGOmamaabmaabaGaamyDamaaBaaabaWaaSbaaeaa caWGPbGaai4eGiaaigdaaeqaaaqabaGaai4eGiaaikdacaWG1bWaaS baaeaadaWgaaqaaiaadMgacqGHRaWkcaaIXaaabeaaaeqaaaGaayjk aiaawMcaaiabgUcaRiaadIgadaqadaqaa8aacaWG1bWaaCbeaeaaca GGNaaabaGaamyAaiabgUcaRiaaigdaaeqaa8qacaGGtaYdaiaadwha daWfqaqaaiaacEcaaeaacaWGPbWdbiaacobipaGaaGymaaqabaaape GaayjkaiaawMcaaiabg2da9maalaaabaGaamiAamaaCaaabeqaaiaa isdaaaaabaGaaGyoaiaaicdaaaWaaeWaaeaacqaHfpqDdaWgaaqaai aadMgacqGHRaWkcaaIXaaabeaacqGHRaWkcaaIXaGaaG4maiabew8a 1naaBaaabaGaamyAaaqabaGaey4kaSIaeqyXduNaamyAaiaacobica aIXaaacaGLOaGaayzkaaGaaiilaaaa@64B8@     (2.5)

3( u i+1 u i1 )+h( u ' i+1 +4u ' i +u ' i1 )= h 4 60 ( υ i+1 υi1 ), MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaGGtaIaaG4mamaabmaabaGaamyDamaaBaaabaGaamyAaiab gUcaRiaaigdaaeqaaiaacobicaWG1bWaaSbaaeaacaWGPbGaai4eGi aaigdaaeqaaaGaayjkaiaawMcaaiabgUcaRiaadIgadaqadaqaa8aa caWG1bWaaCbeaeaacaGGNaaabaGaamyAaiabgUcaRiaaigdaaeqaai abgUcaRiaaisdacaWG1bWaaCbeaeaacaGGNaaabaGaamyAaaqabaGa ey4kaSIaamyDamaaxababaGaai4jaaqaaiaadMgapeGaai4eGiaaig daa8aabeaaa8qacaGLOaGaayzkaaGaeyypa0ZaaSaaaeaacaWGObWa aWbaaeqabaGaaGinaaaaaeaacaaI2aGaaGimaaaadaqadaqaaiabew 8a1naaBaaabaGaamyAaiabgUcaRiaaigdaaeqaaiaacobicqaHfpqD caWGPbGaai4eGiaaigdaaiaawIcacaGLPaaacaGGSaaaaa@62CA@     (2.6)

3 υ i1 +4 υ i υ i+1 = h 3 6 ( 3 f i + f i+1 ),                         i=1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaGGtaIaaG4maiabew8a1naaBaaabaGaamyAaiaacobicaaI XaaabeaacqGHRaWkcaaI0aGaeqyXdu3aaSbaaeaacaWGPbaabeaaca GGtaIaeqyXdu3aaSbaaeaadaWgaaqaaiaadMgacqGHRaWkcaaIXaaa beaaaeqaaiabg2da9maalaaabaGaamiAamaaCaaabeqaaiaaiodaaa aabaGaaGOnaaaadaqadaqaaiaacobicaaIZaGaamOzamaaBaaabaGa amyAaaqabaGaey4kaSIaamOzamaaBaaabaGaamyAaiabgUcaRiaaig daaeqaaaGaayjkaiaawMcaaiaacYcapaqbaeaabiqaaaqaa8qacaGG Gcaapaqaa8qacaGGGcaaa8aafaqaaeGabaaabaWdbiaacckaa8aaba WdbiaacckaaaWdauaabaqaceaaaeaapeGaaiiOaaWdaeaapeGaaiiO aaaapaqbaeaabiqaaaqaa8qacaGGGcaapaqaa8qacaGGGcaaa8aafa qaaeGabaaabaWdbiaacckaa8aabaWdbiaacckaaaWdauaabaqaceaa aeaapeGaaiiOaaWdaeaapeGaaiiOaaaapaGaamyAaiabg2da9iaaig daaaa@660D@     (2.7)

υ i2 3 υ i1 +3 υ i+1 h 3 2 ( 3 f i + f i+1 ),                         2iN MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqaHfpqDdaWgaaqaaiaadMgacaGGtaIaaGOmaaqabaGaai4e GiaaiodacqaHfpqDdaWgaaqaaiaadMgacaGGtaIaaGymaaqabaGaey 4kaSIaaG4maiabew8a1naaBaaabaGaamyAaiabgUcaRiaaigdaaeqa amaalaaabaGaamiAamaaCaaabeqaaiaaiodaaaaabaGaaGOmaaaada qadaqaaiaacobicaaIZaGaamOzamaaBaaabaGaamyAaaqabaGaey4k aSIaamOzamaaBaaabaGaamyAaiabgUcaRiaaigdaaeqaaaGaayjkai aawMcaaiaacYcapaqbaeaabiqaaaqaa8qacaGGGcaapaqaa8qacaGG Gcaaa8aafaqaaeGabaaabaWdbiaacckaa8aabaWdbiaacckaaaWdau aabaqaceaaaeaapeGaaiiOaaWdaeaapeGaaiiOaaaapaqbaeaabiqa aaqaa8qacaGGGcaapaqaa8qacaGGGcaaa8aafaqaaeGabaaabaWdbi aacckaa8aabaWdbiaacckaaaWdauaabaqaceaaaeaapeGaaiiOaaWd aeaapeGaaiiOaaaapaGaaGOmaiabgsMiJkaadMgacqGHKjYOcaWGob aaaa@68D5@

If the source function f( x, u ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGMbWdamaabmaabaWdbiaadIhacaGGSaGaaeiiaiaadwha a8aacaGLOaGaayzkaaaaaa@3C90@  in problem (1.1) is linear then the system of equations (2.5)-(2.7) 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.11,12 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@ , u j ( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWdamaaCaaabeqaa8qacaWGQbaaa8aadaqadaqaa8qa caWG4baapaGaayjkaiaawMcaaaaa@3B82@ and v( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG2bWdamaabmaabaWdbiaadIhaa8aacaGLOaGaayzkaaaa aa@3A53@ at nodes x x ±1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG4bWaaSbaaeaapaWaaSbaaeaapeGaamiEaaWdaeqaamaa BaaabaWdbiabgglaXkaaigdaa8aabeaaa8qabeaaaaa@3C07@ ,and x i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG4bWdamaaBaaabaWdbiaadMgaa8aabeaaaaa@38DE@ ,

a 2 u i +1 + a 1 u i 1 + a 0 u i +h( b 2 u j i+1 + b 1 u j i1 ) + h 4 ( c 2 v i +1 + c 0 v i + c 1 v i 1 ) = 0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGHbWdamaaBaaabaWdbiaaikdaa8aabeaapeGaamyDa8aa daWgaaqaa8qacaWGPbaapaqabaWaaSbaaeaapeGaey4kaSIaaGymaa Wdaeqaa8qacqGHRaWkcaWGHbWdamaaBaaabaWdbiaaigdaa8aabeaa peGaamyDa8aadaWgaaqaa8qacaWGPbaapaqabaWaaSbaaeaapeGaey OeI0IaaGymaaWdaeqaa8qacqGHRaWkcaWGHbWdamaaBaaabaWdbiaa icdaa8aabeaapeGaamyDa8aadaWgaaqaa8qacaWGPbaapaqabaWdbi abgUcaRiaadIgapaWaaeWaaeaapeGaamOya8aadaWgaaqaa8qacaaI YaaapaqabaWdbiaadwhapaWaaWbaaeqabaWdbiaadQgaaaGaamyAai abgUcaRiaaigdacaqGGaGaey4kaSIaamOya8aadaWgaaqaa8qacaaI XaaapaqabaWdbiaadwhapaWaaWbaaeqabaWdbiaadQgaaaGaamyAai abgkHiTiaaigdaa8aacaGLOaGaayzkaaWdbiaabccacqGHRaWkcaWG ObWdamaaCaaabeqaa8qacaaI0aaaa8aadaqadaqaa8qacaWGJbWdam aaBaaabaWdbiaaikdaa8aabeaapeGaamODa8aadaWgaaqaa8qacaWG PbaapaqabaWaaSbaaeaapeGaey4kaSIaaGymaaWdaeqaa8qacqGHRa WkcaWGJbWdamaaBaaabaWdbiaaicdaa8aabeaapeGaamODa8aadaWg aaqaa8qacaWGPbaapaqabaWdbiabgUcaRiaadogapaWaaSbaaeaape GaaGymaaWdaeqaa8qacaWG2bWdamaaBaaabaWdbiaadMgaa8aabeaa daWgaaqaa8qacqGHsislcaaIXaaapaqabaaacaGLOaGaayzkaaWdbi aabccacqGH9aqpcaqGGaGaaGimaaaa@761B@     (3.1)

where a 0 c 0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGHbWdamaaBaaabaWdbiaaicdaa8aabeaapeGaai4eGiaa dogapaWaaSbaaeaapeGaaGimaaWdaeqaaaaa@3B4B@  are constants to be determined. To determine these constants, we expanding each term on the left hand side of (3.1) in Taylor series about the point x i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG4bWdamaaBaaabaWdbiaadMgaa8aabeaaaaa@38DE@ . Using method of undetermined coefficients, compare the coefficients of hp, p = 0, 1, .., 7 on both side we get a system of equations. Solving this system of equations, we get

( a 2 , a 1 , a 0 , b 2 , b 1 , c 2 , c 0 , c 1 )=( 2,2,4,1,1, 1 90 , 13 90 1 90 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaaiikaa baaaaaaaaapeGaamyya8aadaWgaaqaa8qacaaIYaaapaqabaWdbiaa cYcacaWGHbWdamaaBaaabaWdbiaaigdaa8aabeaapeGaaiilaiaadg gapaWaaSbaaeaapeGaaGimaaWdaeqaa8qacaGGSaGaamOya8aadaWg aaqaa8qacaaIYaaapaqabaWdbiaacYcacaWGIbWdamaaBaaabaWdbi aaigdaa8aabeaapeGaaiilaiaadogapaWaaSbaaeaapeGaaGOmaaWd aeqaa8qacaGGSaGaam4ya8aadaWgaaqaa8qacaaIWaaapaqabaWdbi aacYcacaWGJbWdamaaBaaabaWdbiaaigdaa8aabeaacaGGPaWdbiab g2da9maabmaabaGaeyOeI0IaaGOmaiaacYcacqGHsislcaaIYaGaai ilaiaaisdacaGGSaGaaGymaiaacYcacqGHsislcaaIXaGaaiilamaa laaabaGaaGymaaqaaiaaiMdacaaIWaaaaiaacYcacqGHsisldaWcaa qaaiaaigdacaaIZaaabaGaaGyoaiaaicdaaaGaeyOeI0YaaSaaaeaa caaIXaaabaGaaGyoaiaaicdaaaaacaGLOaGaayzkaaaaaa@6367@     (3.2)

On substitution of these constants a 0 c 0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGHbWaaSbaaeaacaaIWaaabeaacqGHsislcaWGJbWdamaa BaaabaWdbiaaicdaa8aabeaaaaa@3B43@  from (3.1) into (3.2) and simplify, we have

( v i 1 +2 v i v i +1 )+h( u i+1 ' u i1 ' ) h 4 90 ( v i +1 +13 v i + v i 1 )+t u i =0   MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsislpaGaaiika8qacaWG2bWdamaaBaaabaWdbiaadMga a8aabeaadaWgaaqaa8qacqGHsislcaaIXaaapaqabaWdbiabgUcaRi aaikdacaWG2bWdamaaBaaabaWdbiaadMgaa8aabeaapeGaeyOeI0Ia amODa8aadaWgaaqaa8qacaWGPbaapaqabaWaaSbaaeaapeGaey4kaS IaaGymaaWdaeqaaiaacMcapeGaey4kaSIaamiAa8aacaGGOaWdbmaa vadabeqaaiaadMgacqGHRaWkcaaIXaaabaGaai4jaaqaaiaadwhaaa GaeyOeI0YaaubmaeqabaGaamyAaiabgkHiTiaaigdaaeaacaGGNaaa baGaamyDaaaapaGaaiyka8qacqGHsisldaWcaaqaaiaadIgadaahaa qabeaacaaI0aaaaaqaaiaaiMdacaaIWaaaa8aacaGGOaWdbiaadAha paWaaSbaaeaapeGaamyAaaWdaeqaamaaBaaabaWdbiabgUcaRiaaig daa8aabeaapeGaey4kaSIaaGymaiaaiodacaWG2bWdamaaBaaabaWd biaadMgaa8aabeaapeGaey4kaSIaamODa8aadaWgaaqaa8qacaWGPb aapaqabaWaaSbaaeaapeGaeyOeI0IaaGymaaWdaeqaaiaacMcapeGa ey4kaSIaamiDaiaadwhapaWaaSbaaeaapeGaamyAaaWdaeqaa8qacq GH9aqpcaaIWaGaaiiOaiaacckaaaa@6F4B@     (3.3)

Where t u i , i= 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG0bGaamyDamaaBaaabaGaamyAaaqabaGaaiilaiaabcca caWGPbGaeyypa0Jaaeiiaiaaigdaaaa@3E4B@ , .., N is local truncation error and equal to 19 h 8 30240 u i ( 8 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsisldaWcaaqaaiaaigdacaaI5aGaamiAamaaCaaabeqc fauaaiaaiIdaaaaajuaGbaGaaG4maiaaicdacaaIYaGaaGinaiaaic daaaWaaubmaeqabaGaamyAaaqcfauaaKqbaoaabmaajuaqbaGaaGio aaGaayjkaiaawMcaaaqcfayaaiaadwhaaaaaaa@45AF@ . Similarly we can derive the following equations

3( u i +1 u i 1 )+h( u i+1 ' + u i1 ' ) h 4 60 ( v i +1 v i 1 )+t u i ,   MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsislcaaIZaWdaiaacIcacaWG1bWaaSbaaeaapeGaamyA aaWdaeqaamaaBaaabaWdbiabgUcaRiaaigdaa8aabeaapeGaeyOeI0 IaamyDa8aadaWgaaqaa8qacaWGPbaapaqabaWaaSbaaeaapeGaeyOe I0IaaGymaaWdaeqaaiaacMcapeGaey4kaSIaamiAa8aacaGGOaWdbm aavadabeqaaiaadMgacqGHRaWkcaaIXaaabaGaai4jaaqaaiaadwha aaGaey4kaSYaaubmaeqabaGaamyAaiabgkHiTiaaigdaaeaacaGGNa aabaGaamyDaaaapaGaaiyka8qacqGHsisldaWcaaqaaiaadIgadaah aaqabeaacaaI0aaaaaqaaiaaiAdacaaIWaaaa8aacaGGOaWdbiaadA hapaWaaSbaaeaapeGaamyAaaWdaeqaamaaBaaabaWdbiabgUcaRiaa igdaa8aabeaapeGaeyOeI0IaamODa8aadaWgaaqaa8qacaWGPbaapa qabaWaaSbaaeaapeGaeyOeI0IaaGymaaWdaeqaaiaacMcapeGaey4k aSIaamiDaiaadwhapaWaaSbaaeaapeGaamyAaaWdaeqaaiaacYcape GaaiiOaiaacckaaaa@664C@     (3.4)

Where local error tu i ' MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qadaqfWaqabeaacaWGPbaabaGaai4jaaqaaiaadshacaWG1baa aaaa@3A7D@  is equal to h 5 504 u i ( 7 ) ,i=1,..,N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsisldaWcaaqaaiaadIgadaahaaqabeaacaaI1aaaaaqa aiaaiwdacaaIWaGaaGinaaaadaqfWaqabeaacaWGPbaabaWaaeWaae aacaaI3aaacaGLOaGaayzkaaaabaGaamyDaaaacaGGSaGaamyAaiab g2da9iaaigdacaGGSaGaaiOlaiaac6cacaGGSaWdaiaad6eaaaa@472A@ and

3 v i 1 +4 v i v i+1 2h v i1 ' h 3 6 (3 f i + f i+1 )+t v i ,     i=1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsislcaaIZaWdaiaadAhadaWgaaqaa8qacaWGPbaapaqa baWaaSbaaeaapeGaeyOeI0IaaGymaaWdaeqaaiabgUcaRiaaisdaca WG2bWaaSbaaeaacaWGPbaabeaapeGaeyOeI0IaamODamaaBaaabaGa amyAaiabgUcaRiaaigdaaeqaaiabgkHiTiaaikdacaWGObWaaubmae qabaGaamyAaiabgkHiTiaaigdaaeaacaGGNaaabaGaamODaaaacqGH sisldaWcaaqaaiaadIgadaahaaqabeaacaaIZaaaaaqaaiaaiAdaaa WdaiaacIcacaaIZaGaaiOzamaaBaaabaGaaiyAaaqabaGaey4kaSIa amOzamaaBaaabaGaamyAaiabgUcaRiaaigdaaeqaaiaacMcapeGaey 4kaSIaamiDaiaadAhapaWaaSbaaeaapeGaamyAaaWdaeqaaiaacYca peGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaWGPbGaeyypa0JaaG ymaaaa@6540@     (3.5)

v i 2 3 v i1 +3 v i v i+1 h 3 2 (3 f i + f i+1 )+t v i ,     2iN MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamODam aaBaaabaaeaaaaaaaaa8qacaWGPbaapaqabaWaaSbaaeaapeGaeyOe I0IaaGOmaaWdaeqaa8qacqGHsislcaaIZaGaamODamaaBaaabaGaam yAaiabgkHiTiaaigdaaeqaaiabgUcaRiaaiodacaWG2bWaaSbaaeaa caWGPbaabeaacqGHsislcaWG2bWaaSbaaeaacaWGPbGaey4kaSIaaG ymaaqabaGaeyOeI0YaaSaaaeaacaWGObWaaWbaaeqabaGaaG4maaaa aeaacaaIYaaaa8aacaGGOaWdbiabgkHiT8aacaaIZaGaaiOzamaaBa aabaGaaiyAaaqabaGaey4kaSIaamOzamaaBaaabaGaamyAaiabgUca RiaaigdaaeqaaiaacMcapeGaey4kaSIaamiDaiaadAhapaWaaSbaae aapeGaamyAaaWdaeqaaiaacYcapeGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaaIYaGaeyizImQaaiyAaiabgsMiJkaad6eaaaa@65F3@

Where local truncation error t v i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG0bGaamODamaaBaaabaGaamyAaaqabaaaaa@39A7@ are respectively equal to 3 h 5 20 v i ( 5 ) ,i=1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsisldaWcaaqaaiaaiodacaWGObWaaWbaaeqabaGaaGyn aaaaaeaacaaIYaGaaGimaaaadaqfWaqabeaacaWGPbaabaWaaeWaae aacaaI1aaacaGLOaGaayzkaaaabaGaamODaaaacaGGSaGaamyAaiab g2da9iaaigdaaaa@437F@ and h 5 2 v i ( 5 ) ,2iN MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqGHsisldaWcaaqaaiaadIgadaahaaqabeaacaaI1aaaaaqa aiaaikdaaaWaaubmaeqabaGaamyAaaqaamaabmaabaGaaGynaaGaay jkaiaawMcaaaqaaiaadAhaaaGaaiilaiaaikdacqGHKjYOcaGGPbGa eyizImQaamOtaaaa@453F@ .

Thus by neglecting the local error terms in (3.3)-(3.5), we will get our proposed difference method for the numerical solution of the problem (1.1). Moreover we are getting the numerical value of the derivative of the solution of the problem (1.1) as a byproduct of the method. Sometimes we need it which otherwise get approximated.

Convergence analysis

In this section we will discuss the convergence of the method proposed in section

Thus for the discussion of convergence let us consider following test equation. 

u ( 7 ) ( x )=f( x,u ),      a<x<b MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qadaqfGaqabeqabaWaaeWaaeaacaaI3aaacaGLOaGaayzkaaaa baGaamyDaaaadaqadaqaaiaadIhaaiaawIcacaGLPaaacqGH9aqpca WGMbWaaeWaaeaacaWG4bGaaiilaiaadwhaaiaawIcacaGLPaaacaGG SaGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaamyyaiabgY da8iaadIhacqGH8aapcaWGIbaaaa@4F27@     (4.1)

u( a )= α 1,u" ( a )= α 2 u"( a )= α 3 , u ( 3 ) ( a )= α 4 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWaaeWaaeaacaWGHbaacaGLOaGaayzkaaGaeyypa0Ja eqySde2aaSbaaeaacaaIXaGaaiilaiaadwhacaGGIaaabeaadaqada qaaiaadggaaiaawIcacaGLPaaacqGH9aqpcqaHXoqydaWgaaqaaiaa ikdaaeqaaiaadwhacaGGIaWaaeWaaeaacaWGHbaacaGLOaGaayzkaa Gaeyypa0JaeqySde2aaSbaaeaacaaIZaaabeaacaGGSaGaamyDamaa CaaabeqaamaabmaabaGaaG4maaGaayjkaiaawMcaaaaadaqadaqaai aadggaaiaawIcacaGLPaaacqGH9aqpcqaHXoqydaWgaaqaaiaaisda aeqaaaaa@5766@

u( a )= β 1,u" ( b )= β 2  and u"( a )= β 3 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWG1bWaaeWaaeaacaWGHbaacaGLOaGaayzkaaGaeyypa0Ja eqOSdi2aaSbaaeaacaaIXaGaaiilaiaadwhacaGGIaaabeaadaqada qaaiaadkgaaiaawIcacaGLPaaacqGH9aqpcqaHYoGydaWgaaqaaiaa ikdaaeqaaiaacckacaWGHbGaamOBaiaadsgacaGGGcGaamyDaiaack cadaqadaqaaiaadggaaiaawIcacaGLPaaacqGH9aqpcqaHYoGydaWg aaqaaiaaiodaaeqaaaaa@5272@

Let’s be the approximate solution of difference method (2.4-2.5) for numerical solution of the problem (4.1), we can write this in the matrix form

Js=Rh MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWHkbGaaC4Caiabg2da9iaahkfacaWHObaaaa@3B45@     (4.2)

where J is coefficient matrix, s =  [ u, u j ,v ] T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGZbGaaeiiaiabg2da9iaabccapaWaamWaaKqbGfaapeGa amyDaiaacYcacaWG1bqcfa4damaaCaaajuaybeqaa8qacaWGQbaaai aacYcacaWG2baapaGaay5waiaaw2faaKqbaoaaCaaabeqcfauaa8qa caWGubaaaaaa@44D8@  and Rh =  [ r h 1 ,r h 2 ,r h 3 ] T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGsbGaamiAaiaabccacqGH9aqpcaqGGaWdamaadmaabaWd biaadkhacaWGObWdamaaBaaabaWdbiaaigdaa8aabeaapeGaaiilai aadkhacaWGObWdamaaBaaabaWdbiaaikdaa8aabeaapeGaaiilaiaa dkhacaWGObWdamaaBaaabaWdbiaaiodaa8aabeaaaiaawUfacaGLDb aadaahaaqabeaapeGaamivaaaaaaa@481D@ . These matrix are

r h 3 = ( 3 υ 0 +2h υ 0 ' + h 3 6 ( 3 f 1 + f 2 )     υ 0 + h 3 2 ( 3 f 2 + f 3 )          h 3 2 ( 3 f 3 + f 3 )                    υN+1+ h 3 2 ( 3fN+fN+1+λ β 3 ) ) N×1 ,r h 2 ( 3 α 1 h α 2 h 4 60 υ 0             0              3 β 1 h β 2 + h 4 60 υN+1 ) N+1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOCai aadIgadaWgaaqaaiaaiodaaeqaaiabg2da9maabmaaeaqabeaacaaI ZaGaeqyXdu3aaSbaaeaacaaIWaaabeaacqGHRaWkcaaIYaGaamiAai abew8a1naaDaaabaGaaGimaaqaaiaacEcaaaGaey4kaSYaaSaaaeaa caWGObWaaWbaaeqabaGaaG4maaaaaeaacaaI2aaaamaabmaabaGaaG 4maiaadAgadaWgaaqaaiaaigdaaeqaaiabgUcaRiaadAgadaWgaaqa aiaaikdaaeqaaaGaayjkaiaawMcaaaqaaabaaaaaaaaapeGaaiiOai aacckacaGGGcGaai4eGiabew8a1naaBaaabaGaaGimaaqabaGaey4k aSYaaSaaaeaacaWGObWaaWbaaeqabaGaaG4maaaaaeaacaaIYaaaam aabmaabaGaai4eGiaaiodacaWGMbWaaSbaaeaacaaIYaaabeaacqGH RaWkcaWGMbWaaSbaaeaacaaIZaaabeaaaiaawIcacaGLPaaaaeaaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOamaa laaabaGaamiAamaaCaaabeqaaiaaiodaaaaabaGaaGOmaaaadaqada qaaiaacobicaaIZaGaamOzamaaBaaabaGaaG4maaqabaGaey4kaSIa amOzamaaBaaabaGaaG4maaqabaaacaGLOaGaayzkaaaabaGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaeSO7I0eabaGaeqyXduNaamOtaiabgUcaRiaaigdacqGHRaWk daWcaaqaaiaadIgadaahaaqabeaacaaIZaaaaaqaaiaaikdaaaWaae WaaeaacaGGtaIaaG4maiaadAgacaWGobGaey4kaSIaamOzaiaad6ea cqGHRaWkcaaIXaGaey4kaSIaeq4UdWMaeqOSdi2aaSbaaeaacaaIZa aabeaaaiaawIcacaGLPaaaaaWdaiaawIcacaGLPaaadaWgaaqaaiaa d6eacqGHxdaTcaaIXaaabeaacaGGSaGaamOCaiaadIgadaWgaaqaai aaikdaaeqaamaabmaaeaqabeaapeGaai4eG8aacaaIZaGaeqySde2a aSbaaeaacaaIXaaabeaapeGaai4eG8aacaWGObGaeqySde2aaSbaae aacaaIYaaabeaapeGaai4eG8aadaWcaaqaaiaadIgadaahaaqabeaa caaI0aaaaaqaaiaaiAdacaaIWaaaaiabew8a1naaBaaabaGaaGimaa qabaaabaWdbiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaicdaaeaacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacqWIUlstaeaacaaIZaGaeqOSdi2aaSbaae aacaaIXaaabeaacaGGtaYdaiaadIgapeGaeqOSdi2aaSbaaeaacaaI YaaabeaacqGHRaWkdaWcaaqaaiaadIgadaahaaqabeaacaaI0aaaaa qaaiaaiAdacaaIWaaaaiabew8a1jaad6eacqGHRaWkcaaIXaaaa8aa caGLOaGaayzkaaWdbmaaBaaabaGaamOtaiabgUcaRiaaigdaaeqaaa aa@E91F@

r h 1 ( 2 α 1 h α 2 h 4 90 υ 0                 0                   2 β 1 h β 2 + h 4 90 υN+1 ) N+1 ,v= ( υ 1    υN ) N+1 ,u'= ( υ 1    υN ) N+1 ,  u= ( υ 1    υN ) N+1 , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOCai aadIgadaWgaaqaaiaaigdaaeqaamaabmaaeaqabeaacaaIYaGaeqyS de2aaSbaaeaacaaIXaaabeaaqaaaaaaaaaWdbiaacobipaGaamiAai abeg7aHnaaBaaabaGaaGOmaaqabaWdbiaacobipaWaaSaaaeaacaWG ObWaaWbaaeqabaGaaGinaaaaaeaacaaI5aGaaGimaaaacqaHfpqDda Wgaaqaaiaaicdaaeqaaaqaa8qacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaGimaaqaaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaeSO7I0eabaGa aGOmaiabek7aInaaBaaabaGaaGymaaqabaGaai4eG8aacaWGObWdbi abek7aInaaBaaabaGaaGOmaaqabaGaey4kaSYaaSaaaeaacaWGObWa aWbaaeqabaGaaGinaaaaaeaacaaI5aGaaGimaaaacqaHfpqDcaWGob Gaey4kaSIaaGymaaaapaGaayjkaiaawMcaa8qadaWgaaqaaiaad6ea cqGHRaWkcaaIXaaabeaacaGGSaGaamODaiabg2da9maabmaaeaqabe aacqaHfpqDdaWgaaqaaiaaigdaaeqaaaqaaiaacckacaGGGcGaeSO7 I0eabaGaeqyXduNaamOtaaaacaGLOaGaayzkaaWaaSbaaeaacaWGob Gaey4kaSIaaGymaaqabaGaaiilaiaadwhacaGGNaGaeyypa0ZaaeWa aqaabeqaaiabew8a1naaBaaabaGaaGymaaqabaaabaGaaiiOaiaacc kacqWIUlstaeaacqaHfpqDcaWGobaaaiaawIcacaGLPaaadaWgaaqa aiaad6eacqGHRaWkcaaIXaaabeaacaGGSaGaaiiOaiaacckacaWG1b Gaeyypa0ZaaeWaaqaabeqaaiabew8a1naaBaaabaGaaGymaaqabaaa baGaaiiOaiaacckacqWIUlstaeaacqaHfpqDcaWGobaaaiaawIcaca GLPaaadaWgaaqaaiaad6eacqGHRaWkcaaIXaaabeaacaGGSaaaaa@B89A@

And let us define the coefficients matrix J in terms of block matrix

J= ( C 1,1        C 1,2       C 1,3              C 2,1       C 2,2        C 2,3                C 3,1        C 3,2       C 3,3 ) 3N3N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamOsai abg2da9maabmaaeaqabeaacaqGdbWaaSbaaKqbGeaacaqGXaGaaeil aiaabgdaaKqbagqaaabaaaaaaaaapeGaaiiOaiaacckacaGGGcGaeS O7I0KaaiiOaiaacckacaGGGcWdaiaaboeadaWgaaqcfauaaiaabgda caqGSaGaaeOmaaqcfayabaWdbiaacckacaGGGcGaeSO7I0KaaiiOai aacckacaGGGcWdaiaaboeadaWgaaqcfauaaiaabgdacaqGSaGaae4m aaqabaaajuaGbaGaeSOjGS0dbiaacckacaGGGcGaaiiOaiaacckacq WIMaYscaGGGcGaaiiOaiablAciljaacckacaGGGcGaaiiOaiablAci ljaacckacaGGGcGaaiiOaiablAcilbqaa8aacaqGdbWaaSbaaeaaju aqcaqGYaGaaeilaiaabgdajuaGpeGaaiiOaiaacckacaGGGcGaeSO7 I0eapaqabaWdbiaacckacaGGGcWdaiaaboeadaWgaaqcfauaaiaaik dacaGGSaGaaGOmaaqcfayabaWdbiaacckacaGGGcGaaiiOaiabl6Ui njaacckacaGGGcGaaiiOa8aacaqGdbWaaSbaaKqbGeaacaqGYaGaae ilaiaabodaaKqbagqaaaqaaiablAcil9qacaGGGcGaaiiOaiaaccka caGGGcGaeSOjGSKaaiiOaiaacckacaGGGcGaeSOjGSKaaiiOaiaacc kacaGGGcGaaiiOaiablAciljaacckacaGGGcGaaiiOaiablAcilbWd aeaacaqGdbWaaSbaaKqbafaacaqGZaGaaeilaiaabgdaaeqaaKqba+ qacaGGGcGaaiiOaiaacckacqWIUlstcaGGGcGaaiiOaiaacckapaGa ae4qamaaBaaajuaqbaGaae4maiaabYcacaqGYaaabeaajuaGpeGaai iOaiaacckacqWIUlstcaGGGcGaaiiOaiaacckapaGaae4qamaaBaaa juaqbaGaae4maiaabYcacaqGZaaajuaGbeaaaaGaayjkaiaawMcaam aaBaaabaGaaG4maiaad6eacaaIZaGaamOtaaqabaaaaa@BB13@

Where

C 1,1 =2   ( 2   1               0 1    2    1                         1       2     1 0                 1       2 ) N×N , C 1,2 =h   ( 0    1               0 1     0     1                         1      0    1 0                1       0 ) N×N , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4qam aaBaaajuaqbaGaaGymaiaacYcacaaIXaaajuaGbeaacqGH9aqpcaaI Yaaeaaaaaaaaa8qacaGGGcGaaiiOa8aadaqadaabaeqabaGaaGOma8 qacaGGGcGaaiiOaiaacckacaGGtaIaaGymaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaaicdaaeaacaGGtaIaaGymaiaa cckacaGGGcGaaiiOaiaacckacaaIYaGaaiiOaiaacckacaGGGcGaai iOaiaacobicaaIXaaabaGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaeSy8I8KaaiiOaiaacckacaGGGcGaaiiOaiablgVipjaacc kacaGGGcGaaiiOaiaacckacqWIXlYtaeaacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGtaIaaGymai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaIYaGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGtaIaaGymaaqaaiaaic dacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc Gaai4eGiaacckacaaIXaGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaaikdaaaWdaiaawIcacaGLPaaadaWgaaqaaiaad6 eacqGHxdaTcaWGobaabeaacaGGSaGaam4qamaaBaaajuaqbaGaaGym aiaacYcacaaIYaaajuaGbeaacqGH9aqpcaWGObWdbiaacckacaGGGc WdamaabmaaeaqabeaapeGaaGimaiaacckacaGGGcGaaiiOaiaaccka caaIXaGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aGimaaqaaiaacobicaaIXaGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaaIWaGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaIXaaabaGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaeSy8I8KaaiiOai aacckacaGGGcGaaiiOaiablgVipjaacckacaGGGcGaaiiOaiaaccka cqWIXlYtaeaacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGtaIaaGymaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaaicdacaGGGcGaaiiOaiaacckacaGGGcGaaG ymaaqaaiaaicdacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGtaIaaiiOaiaaigdacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaGimaaaapaGaayjkaiaawMcaamaaBaaaba GaamOtaiabgEna0kaad6eaaeqaaiaacYcaaaa@38FB@

C 1,3 = h 4 90    ( 13   1               0 1       13     1                        1       13     1 0                 1       13 ) N×N , C 2,1 = 3 h C1,2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4qam aaBaaabaGaaGymaiaacYcacaaIZaaabeaacqGH9aqpqaaaaaaaaaWd biaacobidaWcaaqaaiaadIgadaahaaqabeaacaaI0aaaaaqaaiaaiM dacaaIWaaaaiaacckacaGGGcWdamaabmaaeaqabeaapeGaaGymaiaa iodacaGGGcGaaiiOaiaacckacaaIXaGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckacaGGGcGaaGimaaqaaiaaigdacaGGGcGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaGymaiaaiodacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaaigdaaeaacaGGGcGaaiiOaiaacc kacaGGGcGaaiiOaiablgVipjaacckacaGGGcGaaiiOaiaacckacqWI XlYtcaGGGcGaaiiOaiaacckacaGGGcGaeSy8I8eabaGaaiiOaiaacc kacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaGym aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaIXa GaaG4maiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaGymaaqaaiaa icdacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaaigdacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaGGGcGaaGymaiaaiodaaaWdaiaawIcacaGLPaaadaWgaaqaaiaa d6eacqGHxdaTcaWGobaabeaacaGGSaGaam4qamaaBaaabaGaaGOmai aacYcacaaIXaaabeaacqGH9aqpdaWcaaqaa8qacaGGtaIaaG4maaWd aeaacaWGObaaaiaadoeacaaIXaGaaiilaiaaikdaaaa@C6E7@

C 2,2 =h   ( 4   1               0 1      4     1                        1       4     1 0                 1       4 ) N×N , C 2,3 = h3 60 C 1,2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4qam aaBaaabaWaaSbaaeaacaaIYaGaaiilaiaaikdaaeqaaaqabaGaeyyp a0JaamiAaabaaaaaaaaapeGaaiiOaiaacckapaWaaeWaaqaabeqaa8 qacaaI0aGaaiiOaiaacckacaGGGcGaaGymaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaaicdaaeaacaaIXaGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaGinaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaGymaaqaaiaacckacaGGGcGaaiiOaiaaccka caGGGcGaeSy8I8KaaiiOaiaacckacaGGGcGaaiiOaiablgVipjaacc kacaGGGcGaaiiOaiaacckacqWIXlYtaeaacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaIXaGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaisdacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaaigdaaeaacaaIWaGaaiiOaiaacc kacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaIXa GaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaisda aaWdaiaawIcacaGLPaaadaWgaaqaaiaad6eacqGHxdaTcaWGobaabe aacaGGSaGaam4qamaaBaaabaGaaGOmaiaacYcacaaIZaaabeaacqGH 9aqpdaWcaaqaa8qacaGGtaYdaiaadIgapeGaaG4maaWdaeaacaaI2a GaaGimaaaacaWGdbWaaSbaaeaacaaIXaGaaiilaiaaikdaaeqaaaaa @C194@

C 3,3 =   ( 4   1               0 3      3     1 1       3       3      1                                 1      3       3       1  0                 1       3      3 ) N×N , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4qam aaBaaabaWaaSbaaeaacaaIZaGaaiilaiaaiodaaeqaaaqabaGaeyyp a0deaaaaaaaaa8qacaGGGcGaaiiOa8aadaqadaabaeqabaWdbiaais dacaGGGcGaaiiOaiaacckacaGGtaIaaGymaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaaicdaaeaacaGGtaIaaG4maiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaaiodacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacobicaaIXaaabaGaaGymaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGtaIaaG4mai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaaIZaGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai4eGiaaigdaae aacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiablgVipjaacckacaGG GcGaaiiOaiaacckacaGGGcGaeSy8I8KaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaeSy8I8KaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaeSy8I8eabaGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaGGGcGaaiiOaiaacckacaGGGcGaaGymaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiiOaiaacobicaaIZaGaaiiOaiaacckacaGGGc GaaiiOaiaacckacaGGGcGaaiiOaiaaiodacaGGGcGaaiiOaiaaccka caGGGcGaaiiOaiaacckacaGGGcGaai4eGiaaigdacaGGGcaabaGaaG imaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacc kacaGGGcGaai4eGiaaigdacaGGGcGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaG4maiaacckacaGGGcGaaiiOaiaacckacaGGGc GaaiiOaiaaiodaaaWdaiaawIcacaGLPaaadaWgaaqaaiaad6eacqGH xdaTcaWGobaabeaacaGGSaaaaa@F39D@

and matrices ( C 3,1 ) N ×N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfa4aaeWaae aaqaaaaaaaaaWdbiaahoeapaWaaSbaaeaapeGaaG4maiaacYcacaaI XaaapaqabaaacaGLOaGaayzkaaWdbmaaBaaabaWdamaaBaaabaWdbi aad6eaa8aabeaadaWgaaqaa8qacqGHxdaTcaWGobaapaqabaaapeqa baaaaa@3FFD@  and ( C 3,2 ) N ×N MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfa4aaeWaae aaqaaaaaaaaaWdbiaahoeapaWaaSbaaeaapeGaaG4maiaacYcacaaI YaaapaqabaaacaGLOaGaayzkaaWaaSbaaeaapeGaamOtaaWdaeqaam aaBaaabaWdbiabgEna0kaad6eaa8aabeaaaaa@3FAE@  depend on forcing function f( x, u ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGMbWdamaabmaabaWdbiaadIhacaGGSaGaaeiiaiaadwha a8aacaGLOaGaayzkaaaaaa@3C90@ . These matrices are well defined. The exact solution S=  [ U, U j ,V ] T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWHtbGaeyypa0Jaaeiia8aadaWadaqaa8qacaWHvbGaaiil aiaahwfapaWaaWbaaeqabaWdbiaadQgaaaGaaiilaiaahAfaa8aaca GLBbGaayzxaaWaaWbaaeqabaWdbiaadsfaaaaaaa@417F@  of the difference method (2.4-2.5) will satisfy the following equation

JS=Rh+T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWHkbGaaC4uaiabg2da9iaahkfacaWHObGaey4kaSIaaCiv aaaa@3CE4@     (4.3)

Where T =  [tu; tu', tv] T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamivai aabccacqGH9aqpcaqGGaGaai4waiaadshacaWG1bGaai4oaiaabcca caWG0bGaamyDaiaacEcacaGGSaGaaeiiaiaadshacaWG2bGaaiyxam aaCaaabeqaaiaadsfaaaaaaa@459E@ is truncation error and will be defined as,

tu= ( 19 h 8 30240 u 1 ( 8 )         19 h 8 30240 u N ( 8 ) ) N×1 ,  tu'=   ( h 7 504 u 1 ( 7 )         19 h 8 30240 u N ( 8 ) ) N×1 ,  tv=   ( 3 h 5 20 υ 1 ( 5 ) h 5 2 υ 2 ( 5 )       h 5 2 υ N ( 5 ) ) N×1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamiDai aadwhacqGH9aqpdaqadaabaeqabaWaaSaaaeaacaaIXaGaaGyoaiaa dIgadaahaaqabKqbGfaacaaI4aaaaaqcfayaaiaaiodacaaIWaGaaG OmaiaaisdacaaIWaaaamaavadabeqaaiaaigdaaKqbGfaajuaGdaqa daqcfawaaiaaiIdaaiaawIcacaGLPaaaaKqbagaacaWG1baaaaqaaa baaaaaaaaapeGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiabl6Uinbqaa8aadaWcaaqaaiaaigdacaaI5aGaamiAamaaCa aabeqcfawaaiaaiIdaaaaajuaGbaGaaG4maiaaicdacaaIYaGaaGin aiaaicdaaaWaaubmaeqabaGaamOtaaqcfawaaKqbaoaabmaajuayba GaaGioaaGaayjkaiaawMcaaaqcfayaaiaadwhaaaaaaiaawIcacaGL PaaadaWgaaqaaiaad6eacqGHxdaTcaaIXaaabeaacaGGSaWdbiaacc kacaGGGcWdaiaadshacaWG1bGaai4jaiabg2da98qacaGGGcGaaiiO a8aadaqadaabaeqabaWaaSaaaeaacaWGObWaaWbaaeqajuaybaGaaG 4naaaaaKqbagaacaaI1aGaaGimaiaaisdaaaWaaubmaeqabaGaaGym aaqcfawaaKqbaoaabmaajuaybaGaaG4naaGaayjkaiaawMcaaaqcfa yaaiaadwhaaaaabaWdbiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacqWIUlstaeaapaWaaSaaaeaacaaIXaGaaGyoaiaadI gadaahaaqabeaacaaI4aaaaaqaaiaaiodacaaIWaGaaGOmaiaaisda caaIWaaaamaavadabeqaaiaad6eaaeaadaqadaqaaiaaiIdaaiaawI cacaGLPaaaaeaacaWG1baaaaaacaGLOaGaayzkaaWaaSbaaeaacaWG obGaey41aqRaaGymaaqabaGaaiila8qacaGGGcGaaiiOa8aacaWG0b GaamODaiabg2da98qacaGGGcGaaiiOa8aadaqadaabaeqabaWaaSaa aeaacaaIZaGaamiAamaaCaaabeqcfauaaiaaiwdaaaaajuaGbaGaaG OmaiaaicdaaaWaaubmaeqabaGaaGymaaqcfawaaKqbaoaabmaajuay baGaaGynaaGaayjkaiaawMcaaaqcfayaaiabew8a1baaaeaadaWcaa qaaiaadIgadaahaaqabeaacaaI1aaaaaqaaiaaikdaaaWaaubmaeqa baGaaGOmaaqaamaabmaabaGaaGynaaGaayjkaiaawMcaaaqaaiabew 8a1baaaeaapeGaaiiOaiaacckacaGGGcGaaiiOaiaacckacqWIUlst aeaapaWaaSaaaeaacaWGObWaaWbaaeqabaGaaGynaaaaaeaacaaIYa aaamaavadabeqaaiaad6eaaKqbGfaajuaGdaqadaqcfawaaiaaiwda aiaawIcacaGLPaaaaKqbagaacqaHfpqDaaaaaiaawIcacaGLPaaada Wgaaqaaiaad6eacqGHxdaTcaaIXaaabeaaaaa@C7E3@

Let us define an error function the difference between approximate and exact solution of the difference method (2.4-2.5) i.e. . To introduce and calculate so defined error function let subtract (4.3) from (4.2), we will obtain following error equation

JE= T MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWHkbGaaCyraiabg2da9iaabccacqGHsislcaWHubaaaa@3BB8@     (4.4)

Thus from (4.4), we observe that the convergence of the proposed method depends on the properties of coefficients matrix J. We will prove under appropriate as- sumptions that the coefficient matrix J is invertible. Let us test the inevitability of coefficient matrix J. The diagonal matrices C1,1, C2,2 and C3,3 of matrix J have different structure. The matrix C1,1 is invertible.13 Matrix C2,2 is strictly diagonally dominant so it will invertible. For matrix C3,3, we have to rely on computation of explicit inverse. Let explicit inverses of C 3,3  be  C 3,3 1 = ( k i,j )N×N, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4qam aaBaaajuaqbaGaaG4maiaacYcacaaIZaaajuaGbeaacaqGGaGaamOy aiaadwgacaqGGaWaaubmaeqabaGaaG4maiaacYcacaaIZaaabaGaey OeI0IaaGymaaqaaiaadoeaaaGaeyypa0JaaeiiaiaacIcacaWGRbWa aSbaaeaacaWGPbGaaiilaiaadQgaaeqaaiaacMcacaWGobGaey41aq RaamOtaiaacYcaaaa@4D7E@ where

k i,j ={ i 2 (Nj+1)( Nj+2 ) 2 ( N+N ) 2 ,                                           j  N  (N1)( Nj+1 ) 2 ,  k N1,j  ( ( N1 ) 2 1 )kN,j,       N  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4Aam aaBaaabaGaamyAaiaacYcacaWGQbaabeaacqGH9aqpdaGabaabaeqa baWaaSaaaeaacaWGPbWaaWbaaeqabaGaaGOmaaaacaGGOaGaamOtaa baaaaaaaaapeGaeyOeI0IaamOAa8aacqGHRaWkcaaIXaGaaiykamaa bmaabaGaamOta8qacqGHsislpaGaamOAaiabgUcaRiaaikdaaiaawI cacaGLPaaaaeaacaaIYaWaaeWaaeaacaWGobGaey4kaSIaamOtaaGa ayjkaiaawMcaamaaCaaabeqaaiaaikdaaaaaaiaacYcapeGaaiiOai aacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGa aiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckaca GGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaai iOaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaacckacaGG GcWdaiaabMgacaqGGaGaeyizImQaaeiiaiaabQgacaqGGaGaeyizIm Qaaeiiaiaab6eapeGaaiiOaaqaa8aadaWcaaqaaiaacIcacaWGobWd biabgkHiT8aacaaIXaGaaiykamaabmaabaGaamOta8qacqGHsislpa GaamOAaiabgUcaRiaaigdaaiaawIcacaGLPaaaaeaacaaIYaaaaiaa cYcapeGaaiiOaiaadUgadaWgaaqaaiaad6eacqGHsislcaaIXaGaai ilaiaadQgaaeqaaiaacckacqGHsisldaqadaqaamaabmaabaGaamOt aiabgkHiTiaaigdaaiaawIcacaGLPaaadaahaaqabeaacaaIYaaaai abgkHiTiaaigdaaiaawIcacaGLPaaacaWGRbGaamOtaiaacYcacaWG QbGaaiilaiaacckacaGGGcGaaiiOaiaacckacaGGGcGaaiiOa8aaca qGQbGaaeiiaiabgsMiJkaabccacaqGobWdbiaacckaaaWdaiaawUha aaaa@B70E@     (4.5)

k N,j =  { 4N(N+2)(2N1)( N2j )( ( N2 ) 2 ( N2j+2 )+8N ) 32 ( N+1 ) 2 ,     j N 2   N(2 N 2 +3N+2)+(N2j+2)( ( 2N+1 ) )( 2jN )2N 8 ( N+1 ) 2 ,        N 2 <j MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4Aam aaBaaabaGaamOtaiaacYcacaWGQbaabeaacqGH9aqpkabaaaaaaaaa peGaaiiOaiaacckajuaGpaWaaiqaaqaabeqaamaalaaabaGaaGinai aad6eacaGGOaGaamOtaiabgUcaRiaaikdacaGGPaGaaiikaiaaikda caWGobWdbiabgkHiT8aacaaIXaGaaiykaiabgkHiTmaabmaabaGaam Ota8qacqGHsislcaaIYaWdaiaadQgaaiaawIcacaGLPaaadaqadaqa amaabmaabaGaamOtaiabgkHiTiaaikdaaiaawIcacaGLPaaadaahaa qabeaacaaIYaaaamaabmaabaGaamOtaiabgkHiTiaaikdacaWGQbGa ey4kaSIaaGOmaaGaayjkaiaawMcaaiabgUcaRiaaiIdacaWGobaaca GLOaGaayzkaaaabaGaaG4maiaaikdadaqadaqaaiaad6eacqGHRaWk caaIXaaacaGLOaGaayzkaaWaaWbaaeqabaGaaGOmaaaaaaGaaiila8 qacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaadQgacqGHKjYOdaWc aaqaaiaad6eaaeaacaaIYaaaaiaacckaaeaapaWaaSaaaeaacaWGob GaaiikaiaaikdacaWGobWaaWbaaeqabaGaaGOmaaaacqGHRaWkcaaI ZaGaamOtaiabgUcaRiaaikdacaGGPaGaey4kaSIaaiikaiaad6eape GaeyOeI0IaaGOmaiaadQgacqGHRaWkcaaIYaWdaiaacMcadaqadaqa amaabmaabaGaaGOmaiaad6eacqGHRaWkcaaIXaaacaGLOaGaayzkaa aacaGLOaGaayzkaaWaaeWaaeaacaaIYaGaamOAaiabgkHiTiaad6ea aiaawIcacaGLPaaacqGHsislcaaIYaGaamOtaaqaaiaaiIdadaqada qaaiaad6eacqGHRaWkcaaIXaaacaGLOaGaayzkaaWaaWbaaeqabaGa aGOmaaaaaaGaaiila8qacaGGGcGaaiiOaiaacckacaGGGcGaaiiOai aacckacaGGGcWaaSaaaeaacaWGobaabaGaaGOmaaaacqGH8aapcaWG Qbaaa8aacaGL7baaaaa@A0C6@

k N1,j =  { N 3 2N+2( N2j )( N( Nj2+2 )2N ) 2 ( N+1 ) 2 ,     j N 2   N 3 2N2+( N2j+2 )( N( 2jN )+2 ) 2 ( N+1 ) 2 ,        N 2 <j . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaam4Aam aaBaaabaGaamOtaiabgkHiTiaaigdacaGGSaGaamOAaaqabaGaeyyp a0deaaaaaaaaa8qacaGGGcWdamaaceaaeaqabeaadaWcaaqaaiaad6 eadaahaaqabeaacaaIZaaaaiabgkHiTiaaikdacaWGobGaey4kaSIa aGOmaiabgkHiTmaabmaabaGaamOta8qacqGHsislcaaIYaWdaiaadQ gaaiaawIcacaGLPaaadaqadaqaaiaad6eadaqadaqaaiaad6eacqGH sislcaWGQbGaaGOmaiabgUcaRiaaikdaaiaawIcacaGLPaaacqGHsi slcaaIYaGaamOtaaGaayjkaiaawMcaaaqaaiaaikdadaqadaqaaiaa d6eacqGHRaWkcaaIXaaacaGLOaGaayzkaaWaaWbaaeqabaGaaGOmaa aaaaGaaiila8qacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaadQga cqGHKjYOdaWcaaqaaiaad6eaaeaacaaIYaaaaiaacckaaeaapaWaaS aaaeaacaWGobWaaWbaaeqabaGaaG4maaaacqGHsislcaaIYaGaamOt aiabgkHiTiaaikdacqGHRaWkdaqadaqaaiaad6eapeGaeyOeI0IaaG Oma8aacaWGQbGaey4kaSIaaGOmaaGaayjkaiaawMcaamaabmaabaGa amOtamaabmaabaGaaGOmaiaadQgacqGHsislcaWGobaacaGLOaGaay zkaaGaey4kaSIaaGOmaaGaayjkaiaawMcaaaqaaiaaikdadaqadaqa aiaad6eacqGHRaWkcaaIXaaacaGLOaGaayzkaaWaaWbaaeqabaGaaG OmaaaaaaGaaiila8qacaGGGcGaaiiOaiaacckacaGGGcGaaiiOaiaa cckacaGGGcWaaSaaaeaacaWGobaabaGaaGOmaaaacqGH8aapcaWGQb aaa8aacaGL7baadaWgaaqaaiaac6caaeqaaaaa@9117@

Thus from (4.5) we can verify that matrix C3,3 is invertible. Let us define following terms,14  

υ k up   = j=1,2,...,k1 max A jk A kk 1 ,  k=2,3      ,     υ k low   =   j=k+1,3 max   A jk A kk 1 ,  k=1,2, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qadaqfWaqabeaacaWGRbaabaGaamyDaiaadchaaeaacqaHfpqD aaGaaiiOaiabg2da9maaDaaabaGaamOAaiabg2da9iaaigdacaGGSa GaaGOmaiaacYcacaGGUaGaaiOlaiaac6cacaGGSaGaam4AaiabgkHi TiaaigdaaeaacaWGTbGaamyyaiaadIhaaaGaeSyjIaLaamyqamaaBa aabaGaamOAaiaadUgaaeqaaiaadgeadaqhaaqaaiaadUgacaWGRbaa baGaeyOeI0IaaGymaaaacqWILicucaGGSaGaaiiOaiaacckacaWGRb Gaeyypa0JaaGOmaiaacYcacaaIZaGaaiiOaiaacckacaGGGcGaaiiO aiaacckacaGGGcGaaiilaiaacckacaGGGcGaaiiOaiaacckacqaHfp qDdaqhaaqaaiaadUgaaeaacaWGSbGaam4BaiaadEhaaaGaaiiOaiaa cckacqGH9aqpcaGGGcWaa0baaeaacaWGQbGaeyypa0Jaam4AaiabgU caRiaaigdacaGGSaGaaG4maaqaaiaad2gacaWGHbGaamiEaaaacaGG GcGaeSyjIaLaamyqamaaBaaabaGaamOAaiaadUgaaeqaaiaadgeada qhaaqaaiaadUgacaWGRbaabaGaeyOeI0IaaGymaaaacqWILicucaGG SaGaaiiOaiaacckacaWGRbGaeyypa0JaaGymaiaacYcacaaIYaGaai ilaaaa@8D18@

M * = 2k3 ( 1+ υ k up )   and    M * = 1k2 ( 1+ υ k low ).  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGnbWaaWbaaeqabaGaaiOkaaaacqGH9aqpdaqhaaqaaiaa ikdacqGHKjYOcaWGRbGaeyizImQaaG4maaqaaiabg+Givdaadaqada qaaiaaigdacqGHRaWkcqaHfpqDdaqhaaqaaiaadUgaaeaacaWG1bGa amiCaaaaaiaawIcacaGLPaaacaGGGcGaaiiOaiaacckacaWGHbGaam OBaiaadsgacaGGGcGaaiiOaiaacckacaWGnbWaaSbaaeaadaWgaaqc fawaaiaacQcaaKqbagqaaaqabaGaeyypa0Zaa0baaeaacaaIXaGaey izImQaam4AaiabgsMiJkaaikdaaeaacqGHpis1aaWaaeWaaeaacaaI XaGaey4kaSIaeqyXdu3aa0baaeaacaWGRbaabaGaamiBaiaad+gaca WG3baaaaGaayjkaiaawMcaaiaac6cacaGGGcaaaa@685A@

Let us assume

M * M *  <  M * + M *     and      p=1,2,3 max C p,p 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGnbWaaWbaaeqabaGaaiOkaaaacaWGnbWaaSbaaeaadaWg aaqcfawaaiaacQcaaKqbagqaaaqabaGaaiiOaiabgYda8iaacckaca WGnbWaaSbaaeaadaWgaaqcfawaaiaacQcaaKqbagqaaaqabaGaey4k aSIaamytamaaCaaabeqaaiaacQcaaaGaaiiOaiaacckacaGGGcGaai iOaiaadggacaWGUbGaamizaiaacckacaGGGcGaaiiOaiaacckadaqh aaqaaiaadchacqGH9aqpcaaIXaGaaiilaiaaikdacaGGSaGaaG4maa qaaiaad2gacaWGHbGaamiEaaaacqWILicucaWGdbWaa0baaeaacaWG WbGaaiilaiaadchaaeaacqGHsislcaaIXaaaaiablwIiqbaa@5F76@

Then matrix J is invertible14 and moreover

J 1    M M * M * M * + M * M * M * . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqWILicucaWGkbWaaWbaaeqabaGaeyOeI0IaaGymaaaacqWI LicucaGGGcGaeyizImQaaiiOamaalaaabaGaamytaiaad2eadaWgaa qaaiaacQcacaGGnbWaaWbaaeqabaGaaiOkaaaaaeqaaaqaaiaad2ea daWgaaqaamaaBaaajuaybaGaaiOkaaqcfayabaaabeaacqGHRaWkca WGnbWaaWbaaeqabaGaaiOkaaaacqGHsislcaWGnbWaaSbaaeaadaWg aaqcfawaaiaacQcaaKqbagqaaaqabaGaamytamaaCaaabeqaaiaacQ caaaaaaiaac6caaaa@4EEF@     (4.6)

Thus from (4.4) and (4.6), 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 aaa8qacqWILicucaWGfbGaeSyjIaLaaiiOaiaacckacqWILicucaGG ubGaaiOsamaaCaaabeqaaiabgkHiTiaaigdaaaGaeSyjIaLaaiiOai abgsMiJkaacckacqWILicucaGGGcGaamivaiaacckacqWILicucaGG GcGaaiiOamaalaaabaGaamytaiaad2eadaWgaaqaaiaacQcacaGGnb WaaWbaaeqabaGaaiOkaaaaaeqaaaqaaiaad2eadaWgaaqaamaaBaaa juaybaGaaiOkaaqcfayabaaabeaacqGHRaWkcaWGnbWaaWbaaeqaba GaaiOkaaaacqGHsislcaWGnbWaaSbaaeaadaWgaaqcfawaaiaacQca aKqbagqaaaqabaGaamytamaaCaaabeqaaiaacQcaaaaaaaaa@5C2F@     (4.7)

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=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qadaWcaaqcfauaaiaad2eacaWGnbqcfa4aaSbaaKqbafaacaGG QaGaaiytaKqbaoaaCaaajuaqbeqaaiaacQcaaaaabeaaaeaacaWGnb qcfa4aaSbaaKqbafaajuaGdaWgaaqcfauaaiaacQcaaeqaaaqabaGa ey4kaSIaamytaKqbaoaaCaaajuaqbeqaaiaacQcaaaGaeyOeI0Iaam ytaKqbaoaaBaaajuaqbaqcfa4aaSbaaKqbafaacaGGQaaabeaaaeqa aiaad2eajuaGdaahaaqcfauabeaacaGGQaaaaaaaaaa@4A8D@ is finite. Thus E  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqWILicucaWGfbGaeSyjIaLaaiiOaaaa@3AE2@ is bounded. Also it is easy to prove E  MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacqWILicucaWGfbGaeSyjIaLaaiiOaaaa@3AE2@ tends to zero as h0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaieaaaaaa aaa8qacaWGObGaeyOKH4QaaGimaaaa@3A38@ . So we can conclude that finite difference method (2.5-2.7) converge. The order of the convergence of the difference method (2.5-2.7) is at least O( h 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfageaaaaaa aaa8qacaWGpbqcfa4aaeWaaKqbGfaacaWGObqcfa4aaWbaaKqbGfqa baGaaGOmaaaaaiaawIcacaGLPaaaaaa@3CA4@ .

Numerical results

To test the computational efficiency of method (2.5-2.7), we have considered four model problems. In each model problem, we took uniform step size h. In Table 1 and Table 2, we have shown M AEU and M AEV 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 =    1iN max | u( x i )     u i | MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamytai aadgeacaWGfbGaamyvaabaaaaaaaaapeGaaiiOaiabg2da9iaaccka caGGGcWaa0baaeaacaaIXaGaeyizImQaamyAaiabgsMiJkaad6eaae aacaWGTbGaamyyaiaadIhaaaWaaqqaaeaacaWG1bWaaeWaaeaacaWG 4bWaaSbaaeaacaWGPbaabeaaaiaawIcacaGLPaaacaGGGcGaaiiOai abgkHiTiaacckacaGGGcaacaGLhWoadaabcaqaaiaadwhadaWgaaqa aiaadMgaaeqaaaGaayjcSdaaaa@566E@

MAEV =    1iN max | u'( x i )     v i | MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamytai aadgeacaWGfbGaamOvaabaaaaaaaaapeGaaiiOaiabg2da9iaaccka caGGGcWaa0baaeaacaaIXaGaeyizImQaamyAaiabgsMiJkaad6eaae aacaWGTbGaamyyaiaadIhaaaWaaqqaaeaacaWG1bGaai4jamaabmaa baGaamiEamaaBaaabaGaamyAaaqabaaacaGLOaGaayzkaaGaaiiOai aacckacqGHsislcaGGGcGaaiiOaaGaay5bSdWaaqGaaeaacaWG2bWa aSbaaeaacaWGPbaabeaaaiaawIa7aaaa@571B@

We have used Gauss Seidel iterative method to solve linear system of equations (2.5-2.7). 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 or the number of iteration reached 103.

Problem 1 The model linear problem given by

u (7) (x) = u( x )( 35+12x+2 x 2 )exp( x ),    0 < x < 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqaaiaacIcacaaI3aGaaiykaaaacaGGOaGaamiEaiaacMca caqGGaGaeyypa0JaaeiiaabaaaaaaaaapeGaeyOeI0IaamyDamaabm aabaGaamiEaaGaayjkaiaawMcaaiabgkHiTmaabmaabaGaaG4maiaa iwdacqGHRaWkcaaIXaGaaGOmaiaadIhacqGHRaWkcaaIYaGaamiEam aaCaaabeqaaiaaikdaaaaacaGLOaGaayzkaaGaciyzaiaacIhacaGG WbWaaeWaaeaacaWG4baacaGLOaGaayzkaaGaaiilaiaacckacaGGGc GaaiiOaiaacckacaaIWaGaaiiOaiabgYda8iaacckacaWG4bGaaiiO aiabgYda8iaacckacaaIXaaaaa@6155@

Subject to boundary conditions

u(0) =1,  u'(0) = 0,  u"( 0 )= 1,   u'"( 0 )= 3   , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaaIWaGaaiykaiaabccacqGH9aqpcaaIXaGaaiilaiaabcca qaaaaaaaaaWdbiaacckapaGaamyDaiaacEcacaGGOaGaaGimaiaacM cacaqGGaGaeyypa0JaaeiiaiaabcdacaqGSaGaaeiia8qacaGGGcWd aiaadwhacaqGIaWaaeWaaeaacaaIWaaacaGLOaGaayzkaaGaeyypa0 ZdbiaacckapaGaeyOeI0IaaGymaiaacYcapeGaaiiOaiaacckacaGG GcWdaiaadwhacaGGNaGaaiOiamaabmaabaGaaGimaaGaayjkaiaawM caaiabg2da98qacaGGGcWdaiabgkHiTiaaiodapeGaaiiOaiaaccka caGGGcGaaiilaaaa@60A2@

u(1) =0,  u'(1) = exp( 1 )  and  u"( 1 )= 4exp( 1 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaaIXaGaaiykaiaabccacqGH9aqpcaaIWaGaaiilaiaabcca qaaaaaaaaaWdbiaacckapaGaamyDaiaacEcacaGGOaGaaGymaiaacM cacaqGGaGaeyypa0Jaaeiia8qacqGHsislpaGaciyzaiaacIhacaGG WbWaaeWaaeaacaaIXaaacaGLOaGaayzkaaGaaeiiaiaabccacaWGHb GaamOBaiaadsgapeGaaiiOa8aacaqGGaGaamyDaiaackcadaqadaqa aiaaigdaaiaawIcacaGLPaaacqGH9aqppeGaaiiOa8aacqGHsislca aI0aGaciyzaiaacIhacaGGWbWaaeWaaeaacaaIXaaacaGLOaGaayzk aaaaaa@5DB0@

The analytical solution of the problem is u(x) = x(1x) exp(x) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWG4bGaaiykaiaabccacqGH9aqpcaqGGaGaamiEaiaacIca caaIXaaeaaaaaaaaa8qacqGHsislpaGaamiEaiaacMcacaqGGaGaci yzaiaacIhacaGGWbGaaiikaiaadIhacaGGPaaaaa@471E@ . The MAEU and MAEV computed by method (2.5-2.7) for coupling constant C = .40199 and different values of N are presented in Table 1.

N

32

64

128

MAEU

.28539286(-2)

.14184146(-5)

.55249515(-7)

MAEV

.10026446(-1)

.32737342(-4)

.99397312(-5)

Table 1 Maximum absolute error (Problem 1)

Problem 2 The model linear problem given by

u (7) (x) = u( x )u'( x )+( 2  3x+ x 2 +( x8 )exp( x ) )exp( 2x ),    0 < x < 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDam aaCaaabeqaaiaacIcacaaI3aGaaiykaaaacaGGOaGaamiEaiaacMca caqGGaGaeyypa0JaaeiiaabaaaaaaaaapeGaamyDamaabmaabaGaam iEaaGaayjkaiaawMcaaiaadwhacaGGNaWaaeWaaeaacaWG4baacaGL OaGaayzkaaGaey4kaSYaaeWaaeaacaaIYaGaaiiOaiabgkHiTiaacc kacaaIZaGaamiEaiabgUcaRiaadIhadaahaaqabeaacaaIYaaaaiab gUcaRmaabmaabaGaamiEaiabgkHiTiaaiIdaaiaawIcacaGLPaaaci GGLbGaaiiEaiaacchadaqadaqaaiaadIhaaiaawIcacaGLPaaaaiaa wIcacaGLPaaaciGGLbGaaiiEaiaacchadaqadaqaaiabgkHiTiaaik dacaWG4baacaGLOaGaayzkaaGaaiilaiaacckacaGGGcGaaiiOaiaa cckacaaIWaGaaiiOaiabgYda8iaacckacaWG4bGaaiiOaiabgYda8i aacckacaaIXaaaaa@70C6@

Subject to boundary conditions

u(0) =1,  u'(0) = 0,  u"( 0 )= 1,   u'"( 0 )= 2   , MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaaIWaGaaiykaiaabccacqGH9aqpcaaIXaGaaiilaiaabcca qaaaaaaaaaWdbiaacckapaGaamyDaiaacEcacaGGOaGaaGimaiaacM cacaqGGaGaeyypa0JaaeiiaiaabcdacaqGSaGaaeiia8qacaGGGcWd aiaadwhacaqGIaWaaeWaaeaacaaIWaaacaGLOaGaayzkaaGaeyypa0 ZdbiaacckapaGaeyOeI0IaaGymaiaacYcapeGaaiiOaiaacckacaGG GcWdaiaadwhacaGGNaGaaiOiamaabmaabaGaaGimaaGaayjkaiaawM caaiabg2da98qacaGGGcGaaGOmaiaacckacaGGGcGaaiiOaiaacYca aaa@5F95@

u(1) = 2exp( 1 ),  u'( 1 )= exp( 1 )  and  u"( 1 ) = 0. MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaaIXaGaaiykaiaabccacqGH9aqpcaqGGaGaaGOmaiGacwga caGG4bGaaiiCamaabmaabaGaeyOeI0IaaGymaaGaayjkaiaawMcaai aacYcacaqGGaGaaeiiaiaadwhacaqGNaWaaeWaaeaacaaIXaaacaGL OaGaayzkaaGaeyypa0JaaeiiaiabgkHiTiGacwgacaGG4bGaaiiCam aabmaabaGaeyOeI0IaaGymaaGaayjkaiaawMcaaiaabccacaqGGaGa amyyaiaad6gacaWGKbGaaeiiaiaabccacaWG1bGaaiOiamaabmaaba GaaGymaaGaayjkaiaawMcaaiaabccacaqG9aGaaeiiaiaaicdacaGG Uaaaaa@5DCA@

The analytical solution of the problem is u(x) = x(1x) exp(x). MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaqcfaOaamyDai aacIcacaWG4bGaaiykaiaabccacqGH9aqpcaqGGaGaamiEaiaacIca caaIXaaeaaaaaaaaa8qacqGHsislpaGaamiEaiaacMcacaqGGaGaci yzaiaacIhacaGGWbGaaiikaiabgkHiTiaadIhacaGGPaGaaeOlaaaa @48BC@ The MAEU and MAEV computed by method (2.4-2.5) for coupling constant C =:4099 and different values of N are presented in Table 2.

N

16

32

64

MAEU

.10952180(-3)

.11572996(-6)

.97807437(-7)

MAEV

.44546052(-3)

.30212423(-5)

.56484023(-5)

Table 2 Maximum absolute error (Problem 2)

The numerical results obtained in numerical experiment on considered model problems are satisfactory. The error in numerical result decreases as step size h decreases. In our result, we have estimated the value of the coupling constant by guess and simulation. However accurate value of the coupling constant may possible increase the accuracy of the method. If we do not take an appropriate coupling constant then in this situation proposed method may not converge. We get numerical approximation of the fist derivative of solution of problem as a byproduct the proposed method (2.5-2.7).

Conclusion

In the present article, we have developed the numerical solutions of seventh order differential equations and corresponding boundary value problem by method of finite differences and splitting. We transformed the problem into system of problems by introducing a smooth augment function. The system of problems at nodal points x = xi, i = 1, 2.., N reduced to a system of algebraic equations (2.5- 2.7). The system of algebraic equations is linear if source function f (x, u) is linear otherwise nonlinear. The propose method in numerical experiments has shown its performance; also we get numerical approximation of first derivative of the solution as an intermediate result. In future work, we shall work with an improvement in present idea. Work in this direction is in progress.

Acknowledgments

None.

Conflicts of interest

The auhtor declares there is no conflict of interest.

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