Method of Finite Differences in Mathcad

In case of boundary-value problems for linear differential equations in Mathcad formulas for the approximation of derivatives by the corresponding finite-difference relations are in use. This allows restricting solving of differential equations to solving a set of linear equations. Results appear in form of discrete i-points of problem solution interval. Segment [a,b] is divided into n lags with a step of h =(b-a)/n. For the approximation of the corresponding derivatives in Mathcad the following formulas are in use:

Method of Finite Differences in Mathcad

So, with help of method of finite differences in Mathcad, having made the necessary change, we get a set of linear equations, solving which is of no difficulty with Mathcad. Problem solution using the method of finite differences is shown in the programme listing.

 Method of Finite Differences in Mathcad