Initialize your array theta and change the upper limit of your for loop like so:
theta = zeros(1,30);
theta(1)= input('Enter your guess:')
theta(3)= theta(1)
S1=0.5
S2=.32
S3=0.56
dx=(1/30)
for i= 2:size(theta,2)-1
theta(i)=(theta(i+1)+theta(i-1)+S3*(dx)^2)/(S1*theta(i)*(dx)^2+S2*(dx)^2+2)
end
theta(i)
