Question: Problem 3. (10 points) Using the finite difference method to solve the following boundary value problem: dy dx2 + P. + qy = f(x), y(a)


Problem 3. (10 points) Using the finite difference method to solve the following boundary value problem: dy dx2 + P. + qy = f(x), y(a) = ya, y(b) = yb for x E [a, b). What is the system of equations in matrix form? Assume that the interval is broken up into N subinterval with width h and that the central difference approximation is used to approximate the derivatives as follows d'y(z.) Vi+1 - 2yi + yi-1 dx2 h2 dy(I;) Vi+1 - Vi-1 2h where p, q are constant
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