Convergence Analysis of Finite Difference Method for Differential Equation

Authors

  • Negesse Yizengaw Alemu Department of Mathematics, University of Gondar, Gondor, Ethiopia

Keywords:

Finite difference method, Differential equation, Error, stability, Consistency.

Abstract

In this paper, convergence analysis of a finite difference method for the linear second order boundary value ordinary differential equation is determined by investigating basic key concepts such as consistency and stability by using the maximum norm.

References

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M.S. Rehman, et al. New iterative method for solution of system of linear differential equation. “International Journal of Science and Research”. 2013, pp. 2319-7064.

P.Kalyani, et al. Numerical solution of heat equation through double interpolation. “IOSR Journal of Mathematics”. 2013, pp. 58-62.

R.L. Burden, et al. Numerical Analysis. 9th edition. 2010, Brooks/Cole.

Colletz, L. The numerical treatment of differential equations. 1966, 3rd edition. Berlin: Springer-Verlag.

R. Ferng. 1995. Lecture Notes on Numerical Analysis.

J.H. Mathews, et al. Numerical methods using MATLAB. 3rd edition, 1999, Upper Saddle River.

R. Lakshmi, et al. Numerical solutions for boundary value problem using finite difference method. IJIRSET, 2013, Vol.2, pp.5305-5313.

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Published

2017-11-15

How to Cite

Alemu, N. Y. (2017). Convergence Analysis of Finite Difference Method for Differential Equation. International Journal of Sciences: Basic and Applied Research (IJSBAR), 36(6), 73–78. Retrieved from https://www.gssrr.org/index.php/JournalOfBasicAndApplied/article/view/8093

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