“…One of them is the finite difference method (FDM), which can be applied to wide class of problems appearing in mathematical physics and engineering. Many important theoretical and numerical results have been obtained during the last seven decades regarding the stability, accuracy and convergence of the FDM for different type initial and/or boundary value problems (see, [1,2,5,6,14] and references cited therein). The standard FDM is intended for solving one-interval initial and/or boundary value problems without transmission conditions (see, [7,8,15,16]).…”