International Conference «Mathematical and Information Technologies, MIT-2016»

28 August – 5 September 2016

Vrnjacka Banja, Serbia – Budva, Montenegro

Draskovic D.   Dmitrovic M.  

Finite difference method for solving general linear differential equations

Reporter: Draskovic D.

In this paper, we will present centered finite difference method for solving general linear differential equation with Dirichlet boundary conditions. After approximating derivatives in the Dirichlet boundary value problem we will obtain discretized tridiagonal linear system which we choose to solve by Successive Over Relaxation method. Furthermore, in the theory of the numerical methods of ordinary differential equation it is highly recommended to be familiar with certain aspect of their analytic theory. Since this is the case, before numerical approach we will highlight some of the most important analytical results. A numerical examples are given to illustrate the proposed theoretical results. 

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