Defect correction for two-point boundary value problems on nonequidistant meshes

Author:

Butcher J. C.,Cash J. R.,Moore G.,Russell R. D.

Abstract

New finite difference formulae of arbitrary order are derived for the special class of second-order two-point boundary value problems y = f ( x , y ( x ) ) , a x b y = f(x,y(x)), a \leq x \leq b . Variable mesh spacing is possible, and the required accuracy is achieved under a very mild mesh condition. A natural defect correction framework is set up to compute the higher-order approximations.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Reference27 articles.

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5. Numerical integration of nonlinear two-point boundary value problems using iterated deferred corrections. I. A survey and comparison of some one-step formulae;Cash, J. R.;Comput. Math. Appl. Ser. A,1986

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