An algorithm for second order initial and boundary value problems with an automatic error estimate based on a third derivative method

A third derivative method (TDM) with continuous coefficients is derived and used to obtain a main and additional methods, which are simultaneously applied to provide all approximations on the entire interval for initial and boundary value problems of the form y′′ = f(x, y, y′). The convergence analysis of the method is discussed. An algorithm involving the TDMs is developed and equipped with an automatic error estimate based on the double mesh principle. Numerical experiments are performed to show efficiency and accuracy advantages.