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Derivative Matrices 141<br />

Let us consider now second-order problems. Let q be a polynomial in Pn−2, n ≥ 2.<br />

For σ1, σ2 ∈ R, one is concerned w<strong>it</strong>h finding p ∈ Pn such that<br />

(7.4.9)<br />

⎧<br />

⎪⎨<br />

⎪⎩<br />

−p ′′ (η (n)<br />

i ) = q(η (n)<br />

i ) 1 ≤ i ≤ n − 1,<br />

p(η (n)<br />

0 ) = σ1,<br />

p(η (n)<br />

n ) = σ2.<br />

This corresponds to find the solution of a linear system. We show the case n = 3:<br />

(7.4.10)<br />

⎡<br />

⎢<br />

⎣<br />

1 0 0 0<br />

− ˜ d (2)<br />

10 − ˜ d (2)<br />

11 − ˜ d (2)<br />

12 − ˜ d (2)<br />

13<br />

− ˜ d (2)<br />

20 − ˜ d (2)<br />

21 − ˜ d (2)<br />

22 − ˜ d (2)<br />

23<br />

0 0 0 1<br />

⎤⎡<br />

p(η<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎦⎢<br />

⎣<br />

(n)<br />

0 )<br />

p(η (n)<br />

1 )<br />

p(η (n)<br />

⎤<br />

⎥<br />

2 ) ⎥<br />

⎦<br />

p(η (n)<br />

3 )<br />

=<br />

⎡<br />

σ1<br />

⎢<br />

⎢q(η<br />

⎢<br />

⎣<br />

(n)<br />

1 )<br />

q(η (n)<br />

⎥<br />

⎥.<br />

⎥<br />

2 ) ⎥<br />

⎦<br />

Let r be the solution of (7.4.10) w<strong>it</strong>h σ1 = σ2 = 0. Thus, we can eliminate two<br />

unknowns and reduce the system to<br />

(7.4.11)<br />

⎡<br />

⎣ − ˜ d (2)<br />

11 − ˜ d (2) ⎤⎡<br />

12<br />

⎦<br />

− ˜ d (2)<br />

21 − ˜ d (2)<br />

22<br />

⎣ r(η(n)<br />

⎤<br />

1 )<br />

⎦ =<br />

r(η (n)<br />

2 )<br />

⎡<br />

⎣ q(η(n)<br />

⎤<br />

1 )<br />

⎦.<br />

q(η (n)<br />

2 )<br />

Finally, we recover p from the relation p(x) = r(x) + 1<br />

2 (1 − x)σ1 + 1<br />

2 (1 + x)σ2, ∀x ∈ Ī.<br />

Of course, this procedure applies for any n ≥ 2. We note that the matrix in (7.4.11) is<br />

not the square of some first derivative matrix.<br />

Problem (7.4.9) is generalized as follows:<br />

(7.4.12)<br />

⎧<br />

⎪⎨<br />

⎪⎩<br />

−p ′′ (η (n)<br />

i ) + (Bp ′ + Ap)(η (n)<br />

i ) = q(η (n)<br />

i ) 1 ≤ i ≤ n − 1,<br />

p(η (n)<br />

0 ) = σ1,<br />

p(η (n)<br />

n ) = σ2,<br />

where A and B are continuous functions in Ī.<br />

σ2<br />

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