Analysis on two approaches for high order accuracy finite difference computation

We analyze two approaches for enhancing the accuracy of the standard second order finite difference schemes in solving one dimensional elliptic partial differential equations. These are the fourth order compact difference scheme and the fourth order scheme based on the Richardson extrapolation techn...

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Veröffentlicht in:Applied mathematics letters 2012-12, Vol.25 (12), p.2081-2085
Hauptverfasser: Zhang, Jun, Geng, Xinyu, Dai, Ruxin
Format: Artikel
Sprache:eng
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Zusammenfassung:We analyze two approaches for enhancing the accuracy of the standard second order finite difference schemes in solving one dimensional elliptic partial differential equations. These are the fourth order compact difference scheme and the fourth order scheme based on the Richardson extrapolation techniques. We study the truncation errors of these approaches and comment on their regularity requirements and computational costs. We present numerical experiments to demonstrate the validity of our analysis.
ISSN:0893-9659
1873-5452
DOI:10.1016/j.aml.2012.05.003