A comparison of some numerical methods for two-point boundary value problems

Varah, James M.

doi:10.1090/S0025-5718-1974-0373300-4

A comparison of some numerical methods for two-point boundary value problems
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Math. Comp. 28 (1974), 743-755 Request permission

Abstract:

In this paper we discuss and compare two useful variable mesh schemes for linear second-order two-point boundary value problems: the midpoint rule and collocation with cubic Hermite functions. We analyze the stability of the block-tridiagonal factorization for solving the linear systems, compare the amount of computer time required, and test the methods on some particular numerical problems.

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