An accurate method for two-point boundary value problems

Abstract

A second-order method for solving two-point boundary value problems on a uniform mesh is presented where the local truncation error is obtained for use with the deferred correction process. In this simple finite difference method the tridiagonal nature of the classical method is preserved but the magnitude of each term in the truncation error is reduced by a factor of two. The method is applied to a number of linear and nonlinear problems and it is shown to produce more accurate results than either the classical method or the technique proposed by Keller (1969).