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Monotone methods for solving a boundary value problem of second order discrete system. (English) Zbl 0962.65087

A numerical method for the solution of a boundary value problem of a second-order discrete system is considered. A new concept of a pair of upper and lower solutions for this problem is introduced. A comparison of the obtained results with the known ones is given and an existence theorem for a solution is proved in terms of upper and lower solutions.
A monotone iterative scheme for the numerical solution of this problem is proposed and the monotone convergence rate of the iteration is compared and analyzed. Numerical results are given.

MSC:

65N06 Finite difference methods for boundary value problems involving PDEs
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
35J40 Boundary value problems for higher-order elliptic equations