Third Order Convergent Finite Difference Method for the Third Order Boundary Value Problem in ODEs

Abstract

We propose a third order convergent finite-difference method for the approximate solution of the boundary value problems. We developed our numerical technique by employing Taylor series expansion and method of undetermined coefficients. The convergence property of the proposed finite difference method discussed. To demonstrate the computational accuracy and effectiveness of the proposed method numerical results presented.

Keywords

• Boundary value problem
• difference method
• third order convergence
• third order differential equation

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