Difference Green's function 203
as required.
Formula (11) means that Gik > 0 for i, k f 0, N and Gik = Gki·
Moreover, Gik as a function of k for fixed i satisfies the conditions
A
,, {jik
(k) \Jik = --h ' Gia= G;N = 0.
In the case of the boundary conditions Yo = x 1 y 1 and YN = x 2 YN-l
the Green function can be constructed in a similar way. Of interest is the
special case where d(x) - 0. Here the functions CY= ~(x) and j3 = fJ(x)
can be determined frorn equations (10) in the explicit form:
( 13) ~-~!:_ 1-L...,; '
s = 1 a s
and the Green function related to the problen1
(14) Yo= 0, YN = 0,
reduces to
(15)
i h N hi N h
2=~2=~ 2=~,
s=l s s=k+l s s=l s
k h
L a 3
s=l s=i+l
N
2=
- h IN 2=-h
as s=l as '
i > k.
For the best scheme (15), (17) ansmg in Section 2 Gik coincides on
the grid wh with Green's function for a differential equation.
- A priori esti1nates. The explicit representation (8) of a. solution of
problem (6)-(7) in tenns of Green's function lies in the background of
various a priori estimates of a solution in tenns of the right-hand side. It
is easily seen from (8) that
(16)
N-1
IY;l<(G;k,l\Okl)= L G;kl\Oklh
k=l
and, therefore, a {iniform estimate of Yi can be obtained by estimating
max;, k G;k. In this line, \Oi arranges itself as
i-1
(17) \0 = T),,. ' T/1 = 0 ' TJi = 2= h \Os , i = 2, 3, ... , N.
s=l
Upon substituting these expressions into formula (8) we deduce by the
summation by parts formula that
(18) y(x) = (G(x,~), TJ() = -(G[(x,~), TJ(~)],
The next step is connected with I G[ ( x, ~)I·