A new finite difference method for computing approximate solutions of boundary value problems including transition conditions

Abstract

This article is aimed at computing numerical solutions of new type of boundary value problems (BVPs) for two-linked ordinary differential equations. The problem studied here differs from the classical BVPs such that it contains additional conditions at the point of interaction, so-called transition conditions. Naturally, such type of problems is much more complicated to solve than classical problems. It is not clear how to apply the classical numerical methods to such type of boundary value transition problems (BVTPs). Based on the finite difference method (FDM) we have developed a new numerical algorithm for computing numerical solution of BVTPs for two-linked ordinary differential equations. To demonstrate the reliability and efficiency of the presented algorithm we obtained numerical solution of one BVTP and the results are compared with the corresponding exact solution. The maximum absolute errors (MAEs) are presented in a table.

Keywords

• finite difference method
• transition condition
• boundary value problems
• second order differential equation