Boundary conditions is when more than one value of the independent value is involved

in a situation. One of boundary value type is the differential systems. Basically, the boundary
value problems can be solved by two technique which are shooting technique and finite
difference method (Holt, 1964). Both techniques have its advantages and disadvantages
respectively. The finite difference method is the simplest and oldest method to solve
differential equations according to (Wunderlich & Pilkey, 2002). This technique was beginning
in the early 1950s to solve and deal with complex problems of science and technology. There
are some steps involved in finite difference method according to (Nadu, 2007) which are:

 Substitute the derivatives of ordinary differential equations with finite difference

schemes.
 The equations then become linear or non-linear equations with finite difference
schemes.
 Solve the system of algebraic equations.
 And lastly, do the error analysis for both analytically and numerically.

The finite difference method is a little bit harder to apply than shooting method because
from past research, many practical problems it is requiring several weeks or months of
programming and analysis, sometimes the probability to solve a problem is very less. Even
though the technique is well known, an expert in mathematics need to derive the finite
difference equations from the original differential equations. However, even assuming a real
solution exists, there might be some method must be used to solve the finite difference
equations after they are derived (Holt, 1964).

In article written by (Pandey & Jaboob, 2018) entitled ‘A finite difference method for a
numerical solution of elliptic boundary value problems’, they had use numerical solution of a
Poisson and Laplace equation in a domain and they concluded that finite difference method is
theoretically second order accurate and Dirichlet boundary conditions incorporated into the
method. In another article of (Pandey, 2016), he used a new approach which is exponential
finite difference method to obtain the numerical solution of second order boundary values. He
also stated that this method can only solve the linear equation and the non- linear is very
difficult to be solved but this method has a good rate high order of convergence which yield
smaller discretization error. This method also depends on software and machine when solving
the problem. The numerical results for model problems show that the new method is
computationally efficient (Pandey, 2016). The idea presented in that article give us on how to
improve the finite difference method that could be discussed briefly in result and discussion.
Reference
Holt, J. F. (1964). Numerical solution of nonlinear two-point boundary problems by finite
difference methods. Communications of the ACM, 7(6), 366–373.
https://doi.org/10.1145/512274.512291

Nadu, T. (2007). NUMERICAL SOLUTION FOR BOUNDARY VALUE PROBLEM. 2(10),

5305–5313.

Pandey, P. K. (2016). Solving two point boundary value problems for ordinary differential
equations using exponential finite difference method. Boletim Da Sociedade Paranaense
de Matematica, 34(1), 45–52. https://doi.org/10.5269/bspm.v34i1.22424

Pandey, P. K., & Jaboob, S. S. A. (2018). A finite difference method for a numerical solution
of elliptic boundary value problems. Applied Mathematics and Nonlinear Sciences, 3(1),
311–320. https://doi.org/10.21042/amns.2018.1.00024

Wunderlich, W., & Pilkey, W. (2002). The Finite Difference Method. Mechanics of
Structures, 495–531. https://doi.org/10.1201/9781420041835.ch8