A generalized Chebyshev Finite Difference method for higher order boundary value problems

Abstract

A general formula is presented for any order derivative of Chebyshev polynomials instead of the existing recursive relationship. Hence, the Chebyshev finite difference method is made applicable not only to second order problems but also to higher order boundary value problems. The generalized method is applied to a variety of higher order boundary value problems and it is seen that the obtained results are more accurate than the other numerical methods in absolute error.