Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2015/discrete-mathematics-continuous-mathematics-and-probability-resit/4/c/ii/solution

The endpoint boundary conditions are
The finite difference equation can be written . Set . Then , so . Summing from to gives
Using and yields , hence . Therefore
This also covers , where there are no interior equations. Uniqueness follows because the difference of two solutions has zero second finite difference, hence is linear in , and vanishes at both endpoints. This is an exact finite difference solution for constant second derivative: the method is exact at the nodes here because the centered second finite difference differentiates this quadratic polynomial exactly.

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