Consider y"(x) + x^2 y(x) = 2x, with y(0) = 1 and y(1) = -1.
p(1) = 1.37986 p(-1) = -0.132521
z - 1 z + 1
p(z) = ------- (-0.132521) + ------- 1.37986
-1 - 1 z + 1
1 1
= --- ( 0.132521 + 1.37986 ) z + --- ( -0.132521 + 1.37986)
2 2
= 0.756191 z + 0.623670
p(z) = -1 = 0.756191 z + 0.623670
-1 - 0.623670
z = --------------- = -2.14717
0.756191
The modified differential equation is nonlinear. Therefore, the linear interpolation will no longer yield the correct value for y'(0). Thus the modified problem is harder than the original one.