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Numerical methods for solving the first-kind boundary value problem for a linear second-order differential equation with a deviating argument

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Abregov M. H. , Kanchukoev V. Z. , Shardanova M. A.

Journal of Applied Analysis

2017

tom Vol. 23, nr 2

141--146

This work is devoted to the numerical methods for solving the first-kind boundary value problem for a linear second-order differential equation with a deviating argument in minor terms. The sufficient conditions of the one-valued solvability are established, and the a priori estimate of the solution is obtained. For the numerical solution, the problem studied is reduced to the equivalent boundary value problem for an ordinary linear differential equation of fourth order, for which the finite-difference scheme of second-order approximation was built. The convergence of this scheme to the exact solution is shown under certain conditions of the solvability of the initial problem. To solve the finite-difference problem, the method of five-point marching of schemes is used.