An efficient fourth-order convergent scheme based on half-step spline function for two-point mixed boundary value problems

Abstract

The present work aims to introduce a novel numerical method for solving second-order two-point mixed boundary value problems. Mixed boundary value problems occur in various scientific fields, including quantum mechanics, fluid dynamics, and chemical reactor theory. The proposed method provides a highly accurate, fourth-order convergent numerical solution, achieved by implementing a compact finite difference method based on non-polynomial spline in tension approximations. Notably, the discretisation involves the use of half-step grid points, eliminating the need to modify the method at singularities while dealing with singular boundary value problems. The article also includes a comprehensive convergence analysis that demonstrates the theoretical order of convergence of the method. Additionally, the results obtained from solving six diverse mixed boundary value problems, including Burger's equation and Bratu-type equation, are compared to showcase the superiority and effectiveness of the proposed method.