Turkish Journal of Mathematics and Computer Science

Yazarlar: Oktay MUKHTAROV, Semih ÇAVUŞOĞLU, Hayati OLĞAR

Konular:Matematik

Anahtar Kelimeler:Finite difference method,Boundary value problems,Transmission conditions

Özet: Many problem of physics and engineering are modelled by boundary value problems for ordinary or partial differential equations. Usually, it is impossible to find the exact solution of the boundary value problems, so we have to apply various numerical methods. There are different numerical methods (for example, the Explicit Euler method, the Runge-Kutta method, the Improved Euler method, Finite difference method and finite element method) for determining the approximate solutions of initial and boundary-value problems. One of them is the finite difference method, which is the simplest scheme. This method can be applied to higher of ordinary differential equations, provided it is possible to write an explicit expression for the highest order derivative and the system has a complete set of initial conditions. In this study, we are interested in the finite difference method for new type boundary value problems. We describe the numerical solutions of some two-point boundary value problems by using finite difference method. This method are based upon the approximations that allow to replace the differential equations by algebraic system of equations and the unknowns solutions are related to grid points. In this article, we have presented a finite difference method for solving second order boundary value problems for ordinary differential equations with an internal singularity. This method tested on several model problems for the numerical solution.

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