A new finite difference algorithm for boundary value problems involving transmission conditions

The finite difference method (FDM) is used to find an approximate solution to ordinary and partial differential equations of various type using finite difference equations to approximate derivatives. The idea is to replace ordinary or partial derivatives appearing in the boundary-value problem by fi...

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Main Authors: Semih Çavuşoğlu, Oktay Sh. Mukhtarov
Format: Article
Language:English
Published: EJAAM 2022-12-01
Series:E-Journal of Analysis and Applied Mathematics
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Online Access:https://ejaam.org/articles/2022/10.2478-ejaam-2022-0001.pdf
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author Semih Çavuşoğlu
Oktay Sh. Mukhtarov
author_facet Semih Çavuşoğlu
Oktay Sh. Mukhtarov
author_sort Semih Çavuşoğlu
collection DOAJ
description The finite difference method (FDM) is used to find an approximate solution to ordinary and partial differential equations of various type using finite difference equations to approximate derivatives. The idea is to replace ordinary or partial derivatives appearing in the boundary-value problem by finite differences that approximate them. There is an extensive literature on this topic. But, as a rule, ordinary differential equations or partial differential equations were studied without an internal singular point and without corresponding transmission conditions .It is our main goal here to develop finite difference method to deal with an boundary value problem involving additional transmission conditions at the interior singular point. In this study, we have proposed a new modification of classical FDM for the solution of boundary value problems which are defined on two disjoint intervals and involved additional transmission conditions at an common end of these intervals. The proposed modification of FDM differs from the classical FDM in calculating the iterative terms of numerical solutions. To demonstrate the efficiency and reliability of the proposed modification of FDM an illustrative example is solved b y this method. The obtained results are compared with those obtained by the standard FDM and by the analytical method. Corresponding graphical illustrations are also presented.
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spelling doaj-art-a3c53fc0b64f49a4b9dfc4dd4ff875ae2025-02-08T18:35:22ZengEJAAME-Journal of Analysis and Applied Mathematics2544-99902022-12-01202210.2478/ejaam-2022-0001A new finite difference algorithm for boundary value problems involving transmission conditionsSemih Çavuşoğlu0Oktay Sh. Mukhtarov1Institute of Graduate Studies, Tokat Gaziosmanpa¸sa University, Tokat, TürkiyeDepartment of Mathematics, Faculty of Science, Tokat Gaziosmanpaşa University, Tokat, Türkiye, Institute of Mathematics and Mechanics, Azerbaijan National Academy of Sciences, Baku, AzerbaijanThe finite difference method (FDM) is used to find an approximate solution to ordinary and partial differential equations of various type using finite difference equations to approximate derivatives. The idea is to replace ordinary or partial derivatives appearing in the boundary-value problem by finite differences that approximate them. There is an extensive literature on this topic. But, as a rule, ordinary differential equations or partial differential equations were studied without an internal singular point and without corresponding transmission conditions .It is our main goal here to develop finite difference method to deal with an boundary value problem involving additional transmission conditions at the interior singular point. In this study, we have proposed a new modification of classical FDM for the solution of boundary value problems which are defined on two disjoint intervals and involved additional transmission conditions at an common end of these intervals. The proposed modification of FDM differs from the classical FDM in calculating the iterative terms of numerical solutions. To demonstrate the efficiency and reliability of the proposed modification of FDM an illustrative example is solved b y this method. The obtained results are compared with those obtained by the standard FDM and by the analytical method. Corresponding graphical illustrations are also presented.https://ejaam.org/articles/2022/10.2478-ejaam-2022-0001.pdffinite difference methodtransmission conditionsboundary value problem
spellingShingle Semih Çavuşoğlu
Oktay Sh. Mukhtarov
A new finite difference algorithm for boundary value problems involving transmission conditions
E-Journal of Analysis and Applied Mathematics
finite difference method
transmission conditions
boundary value problem
title A new finite difference algorithm for boundary value problems involving transmission conditions
title_full A new finite difference algorithm for boundary value problems involving transmission conditions
title_fullStr A new finite difference algorithm for boundary value problems involving transmission conditions
title_full_unstemmed A new finite difference algorithm for boundary value problems involving transmission conditions
title_short A new finite difference algorithm for boundary value problems involving transmission conditions
title_sort new finite difference algorithm for boundary value problems involving transmission conditions
topic finite difference method
transmission conditions
boundary value problem
url https://ejaam.org/articles/2022/10.2478-ejaam-2022-0001.pdf
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