A numerical method of solving second-order linear differential equations with two-point boundary conditions

Abstract

ABSTRACTA direct method of integrating the equation y″ + g(x) y = h(x), with the two-point linear boundary conditions y′(a) + αy(a) = A, y′(b) + βy(b) = B, is based on the factorization of the equation into two first-order linear equations v′ − sv = h and y′ + sy = v, where s is a solution of the Riccati equation s′ − s2 = g. The first-order equations for v and y are integrated in succession, one in the direction of x increasing, and one in the direction of x decreasing, one boundary condition being used in each of these integrations. The appropriate solution of the Riccati equation is determined by the boundary condition at the end of the range from which the integration of the equation for v is started. The process is compared with the matrix factorization method of Thomas and Fox, and its stability discussed.