Module 10: Finite Difference Methods for Boundary Value Problems
  Lecture 42: Special Boundary Value Problems
 

 

Boundary conditions of the second and third kind:

In addition to the boundary conditions in (10.16), which are called conditions of the first kind, there occur in practice also conditions of the form

(10.26)

where and are constants, . Conditions (10.26) are said to be of the second or third kind according to whether . It is easy to extend the above scheme to these cases. An additional equation for is obtained by writing (10.23) for and eliminating by means of the first equation of (10.26) where and . A similar procedure can be adopted in order to obtain an equation for .