The numerical solution of third order boundary value problems in PDEs by the finite difference method

Abstract. In this article, we have proposed a finite difference method for the numerical solution of third order nonlinear boundary value problem in partial differential equation. To derive a proposed method, we will replace differential terms in the problem by the finite difference approximations. Hence the continuous third order boundary value problem is transformed into a system of algebraic equations. The solution of the problem is the solutions of the system of equations at the discrete points. Numerical experiments are performed to test the efficiency and accuracy of the proposed method on model problems.