Module 10: Finite Difference Methods for Boundary Value Problems
  Lecture 40: Nonlinear second order equations
 

 

We now apply the difference method to BVP of the form

(10.13)

we assume that has cont. derivatives which satisfy

for some positive constants, and .

The difference approximation to the BVP on the uniform mesh is given by

(10.14)

.

The resulting equations are nonlinear and we shall employ iterative methods to solve them.

The local truncation error is given by

where and and points in