Compact Finite Difference Schematic Approach For Linear Second Order Boundary Value Problems

Abstract

In this paper, we present a compact scheme of order four for the numerical solution of linear
second order boundary value problems. We also employ the finite difference approach to solve the
same problems. A comparison of the two approaches is shown with the help of three test problems. It
is found that the compact scheme is a powerful technique to solve the linear second order boundary
value problems as compared to the finite difference method.