A compact finite difference scheme on a non-equidistant mesh (Q1069679)
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English | A compact finite difference scheme on a non-equidistant mesh |
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A compact finite difference scheme on a non-equidistant mesh (English)
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1985
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A fourth order three-point finite difference scheme for a second order ordinary differential equation on a non-equidistant mesh is derived using a computer for the algebraic manipulation. Boundary conditions linear in the unknown and its first derivative are included. The method is tested numerically. Stability is examined when the scheme is used for spatial discretization of the heat equation.
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fourth order three-point finite difference scheme
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non-equidistant mesh
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