Journal of the
Korean Mathematical Society JKMS

The main objective of this paper is to develop a concrete inverse formula of the system induced by the fourth-order finite difference method for two-point boundary value problems with Robin boundary conditions. This inverse formula facilitates to make a fast algorithm for solving the problems. Our numerical results show the efficiency and accuracy of the proposed method, which is implemented by the Thomas algorithm.

Keywords: finite difference method, inverse of tridiagonal matrix, Thomas algorithm, boundary value problem

MSC numbers: 65N06