Algorithmic implementation of an exact three-point difference scheme for a certain class of singular Sturm–Liouville problems

Abstract

In this article, we present a new algorithmic implementation of exact three-point difference schemes for a certain class of singular Sturm–Liouville problems. We demonstrate that computing the coefficients of the exact scheme at any grid node xj requires solving two auxiliary Cauchy problems for the second-order linear ordinary differential equations: one problem on the interval [xj−1,xj] (forward) and one problem on the interval [xj,xj+1] (backward). We have also proven the coefficient stability theorem for the exact three-point difference scheme.