Multiparameter Exponentially‐Fitted Methods Applied to Second‐Order Boundary Value Problems

Second‐order boundary value problems are solved by means of a new type of exponentially‐fitted methods that are modifications of the Numerov method. These methods depend upon a set of parameters which can be tuned to solve the problem at hand more accurately. Their values can be fixed over the entire integration interval, but they can also be determined locally from the local truncation error. A numerical example is given to illustrate the ideas.