A Novel Finite Difference Method of Order Three for the Third Order Boundary Value Problem in ODEs

In this article we have developed third order exact finite difference method for the numerical solution of third order boundary value problems. We constructed our numerical technique without change in structure of the coefficient matrix of the second-order method in \cite{Pand}. We have discussed convergence of the proposed method. Numerical experiments on model test problems approves the simply high accuracy and efficiency of the method.

Keywords:

Boundary Value Problem , Difference Method , Third Order Convergence , Third Order Differential Equation