BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-73-348
       ENTRY:: September 25, 1995
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: High order finite difference solution of differential
               equations.
        TYPE:: Technical Report
      AUTHOR:: Pereyra, Victor
        DATE:: April 1973
       PAGES:: 88
    ABSTRACT:: These seminar notes give a detailed treatment of finite
               difference approximations to smooth nonlinear two-point
               boundary value problems for second order differential
               equations. Consistency, stability, convergence, and
               asymptotic expansions are discussed. Most results are stated
               in such a way as to indicate extensions to more general
               problems. Successive extrapolations and deferred corrections
               are described and their implementations are explored
               thoroughly. A very general deferred correction generator is
               developed and it is employed in the implementation of a
               variable order, variable (uniform) step method. Complete
               FORTRAN programs and extensive numerical experiments and
               comparisons are included together with a set of 48
               references.
       NOTES:: [Adminitrivia V1/Prg/19950925]
         END:: STAN//CS-TR-73-348