In the numerical solution of the two point "boundary value problem,
[ equation omitted ] (1)
the usual method is to approximate the problem by a finite difference analogue of the form
[ equation omitted ] (2)
with k = 2, and the truncation error T.E. = O(h⁴) or O(h⁶), where h is the step-size. Varga (1962) has obtained error bounds for the former when the problem (1) is linear and of class M .
In this thesis, more accurate finite difference methods are considered. These can be obtained in essentially two different ways, either by increasing the value k in difference equations (2), or by introducing higher order derivatives. Several methods of both types have been derived. Also, it is shown how the initial value problem y' = ϕ(x,y) can be formulated as a two point boundary value problem and solved using the latter approach. Error bounds have been derived for all of these methods for linear problems of class M . In particular, more accurate bounds have been derived than those obtained by Varga (1962) and Aziz and Hubbard (1964). Some error estimates are suggested for the case where
[ equation omitted ], but these are not accurate bounds, especially when [ equation omitted ] not a constant.
In the case of non-linear differential equations, sufficient conditions are derived for the convergence of the solution of the system of equations (2) by a generalized Newton's method.
Some numerical results are included and the observed errors compared with theoretical error bounds. / Science, Faculty of / Mathematics, Department of / Graduate
| Identifer | oai:union.ndltd.org:UBC/oai:circle.library.ubc.ca:2429/37402 |
| Date | January 1967 |
| Creators | Usmani, Riaz Ahmad |
| Publisher | University of British Columbia |
| Source Sets | University of British Columbia |
| Language | English |
| Detected Language | English |
| Type | Text, Thesis/Dissertation |
| Rights | For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use. |
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