Boundary value problems arise in applications where some physical process involves knowledge of information at the edges . For example, it may be possible to measure the electric potential around the edge of a semi-conductor and then use this information to infer the potential distribution near the middle.
In this Section we discuss numerical methods that can be used for certain boundary value problems involving processes that may be modelled by an ordinary differential equation.
- revise central difference approximations ( HELM booklet 31)
- approximate certain boundary value problems using central differences
- obtain simple numerical approximations to the solutions to certain boundary value problems