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Chebyshev finite difference approximation for the boundary value problems. (English) Zbl 1027.65098
Summary: This paper presents a numerical technique for solving linear and non-linear boundary value problems for ordinary differential equations. This technique is based on using matrix operator expressions which applies to the differential terms. It can be regarded as a non-uniform finite difference scheme. The values of the dependent variable at the Gauss-Lobatto points are the unknown one solves for.
The application of the method to boundary value problems leads to algebraic systems. The method permits the application of iterative method in order to solve the algebraic systems. The effective application of the method is demonstrated by four examples.

MSC:
65L10 Numerical solution of boundary value problems involving ordinary differential equations
65L12 Finite difference and finite volume methods for ordinary differential equations
34B05 Linear boundary value problems for ordinary differential equations
34B15 Nonlinear boundary value problems for ordinary differential equations
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