Checking Finite Difference Errors

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The exact solution of the boundary value problem , at , and at with parameter is .

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The second-order discretization for the discrete variable at points with step size gives the recurrence equation , where , , which is solved exactly using Mathematica's RSolve function.

The difference between the finite difference and exact solutions in the region is dynamically plotted in the solution region for 3 to 300 discretization points and parameter between and .

By using DSolve and RSolve, a numerical solution is completely avoided.

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Contributed by: Mikhail Dimitrov Mikhailov (April 2011)
Open content licensed under CC BY-NC-SA


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