• NUMERICAL SOLUTION OF NON-LINEAR BOUNDARY VALUE PROBLEMS OF ORDINARY DIFFERENTIAL EQUATIONS USING THE FINITE DIFFERENCE TECHNIQUE

Abstract

Ordinary Differential Equations (ODEs) of the Initial Value Problem (IVP) or Boundary Value Problem (BVP) type can model phenomena in wide range of fields including science, engineering, economics, social science, biology, business, health care among others. Often, systems described by differential equations are so complex that purely analytical solutions of the equations are not traceable. Therefore techniques for solving differential equations based on numerical approximations take centre stage. In this paper, we review the finite difference technique as a method of solution to both linear and non-linear BVPs.