SOLUTION OF BOUNDARY VALUE PROBLEMS IN ORDINARY DIFFERENTIAL EQUATIONS

Consider a second order differential equation

Its general solution contains two arbitrary constants. To determine these constants we need to
prescribe two conditions.

The conditions are called initial conditions if and are specified at a certain value of

The differential equation together with the initial conditions is called the initial value problem.

If or or their combination is prescribed at two different values of then the conditions are
called boundary conditions.

The differential equation together with the boundary conditions is called a boundary value
problem.
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The solution of an initial value problem, in general, exists and is unique, but the solution of a
boundary value problem may exist or may not.

The following simple examples will illustrate this-

Auxiliary equation,

The general solution of DF is,

; solution is

which is not possible.

Hence the boundary value problem does not have a solution.

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The general solution of DF is,

; and solution is

Here is undeterminable.

Hence the boundary value problem has an infinite number of solutions, Where is an arbitrary
constant.

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The general solution of DF is,

; and solution is

Hence the boundary value problem has the unique solutios,

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To solve the boundary value problem of the form,

with boundary conditions and

we use finite difference method.
Method of finite differences:
Divide the interval into sub-intervals, each of length
Let and let us use the following notation:-

𝑥0 =𝑎 𝑥1 𝑥2 𝑥𝑖 𝑥𝑖 +1 𝑥𝑛 − 1𝑥𝑛 =b

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By Taylor’s series expansion,

______ (1)

______ (2)

Eqn(1) gives

i.e.,

which is the forward difference approximation of with an error of the order

Similarly eqn(2) gives

which is the backward difference approximation of with an error of the order

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Eqn(1)-Eqn(2)

which is the central-difference approximation of with an error of the order

Clearly this central difference approximation to is better than the forward or backward
difference approximations and hence should be preferred.

Yielding approximation,

with an error of the order

(3)

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Eqn(1)+eqn(2)

We get approximation as

with an error of the order

(4)

which is the central difference approximation of

In finite difference method and are replaced by the finite differences using eqns (3) and (4).

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Consider the two cases that arise while solving linear boundary value problems.

Case (1): The boundary conditions dot not involve

To solve the boundary value problem (BVP),

with boundary conditions and

We set in BVP and replace and by the approximations eqn(3) and (4) and we get the system
of equations

_______ (5)

with for the unknowns .

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The system (5) involves for and for However these are known from the boundary conditions
as and

Examples:

1) Solve 0, with by finite difference method.

Answer: With
𝑦 0 =1 𝑦 1 =? 𝑦 2 =? 𝑦 3 =? 𝑦 4=2
i.e., Divide the interval into 4 equal parts
𝑥0 =1 𝑥1=1.25 𝑥2 =1.5 𝑥3 =1.75 𝑥 4=2

We find the unknowns from the system,

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At

_____ (1)

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At

_____ (2)
At

_____ (3)

Solving equations (1), (2) and (3), We get

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2) Solve , 0 with by finite difference method.

Answer: With

i.e., Divide the interval into 3 equal parts

𝑦 0 =0 𝑦 1 =? 𝑦 2 =? 𝑦 3 =0

We find the unknowns from the system, 𝑥0 =0 1 2 𝑥3 =1

𝑥1 = 𝑥2 =
3 3

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When

(1)

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When

(2)

Solving equations (1) and (2), We get

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Case (2): The boundary conditions involve

Examples:

(1) Solve with by finite difference method

Answer: With 𝑦 0 =0 𝑦 1 =? 𝑦 2 =?

𝑥0 =0 𝑥1=0.5 𝑥2 =1
i.e., Divide the interval into 2 equal parts
We find the unknowns from the system,

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When

(1)

When

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 _______ (2)

Here the problem involves , the value of outside the given interval.

Equation (2) will enable us to find in terms of as follows,

Given the boundary condition

We know that,

or

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Now equation (2)

_____ (3)

Solving equations (1) and (3), we get,

(2) Solve with by finite difference method.

Answer: With

i.e., Divide the interval into 2 equal parts

𝑦 0 =? 𝑦 1 =? 𝑦 2 =?

𝑥0 =0 𝑥1=0.5 𝑥2 =1

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We find the unknowns from the system,

,
When
---- (1)

Here the problem involves , the value of outside the given interval.

Given boundary condition

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We know that,

Now equation (1)

_______ (2)
When

---- (3)

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When

---- (4)
Here the problem involves , the value of outside the given interval.

Given another boundary condition

𝑦 𝑖 +1 − 𝑦 𝑖 −1
′
∵𝑦 = 𝑖
2h

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Now equation (4)

Solving equations (2), (3) and (5), we get,

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Exercises:

Solve the following boundary value problems by finite difference method.

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