A compact finite difference scheme on a non-equidistant mesh

DOI10.1016/0021-9991(85)90086-5MaRDI QIDQ1069679zbMATH OpenOpenAlexFDO

Authors W. J. Goedheer, J. H. H. M. Potters

Publication date 1985

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(85)90086-5

zbMATH Keywords

fourth order three-point finite difference schemenon-equidistant mesh

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Review text

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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Cites work

• scientific article; zbMATH DE number 3154975 (Why is no real title available?)
• scientific article; zbMATH DE number 3250158 (Why is no real title available?)
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• The operator compact implicit method for parabolic equations

Cited in

(18)

• Compact finite difference schemes with spectral-like resolution
• A three-point sixth-order nonuniform combined compact difference scheme
• A three-point combined compact difference scheme
• A three-point sixth-order staggered combined compact difference scheme
• Derivation of high-order compact finite difference schemes for non-uniform grid using polynomial interpolation
• A finite volume formulation of compact central schemes on arbitrary structured grids
• A compact higher-order finite-difference scheme for the wave equation can be strongly non-dissipative on non-uniform meshes
• Effects of convection on a modified GRLW equation
• A domain decomposition matrix-free method for global linear stability
• A finite difference scheme on nonuniform grids
• High-order compact finite difference method for Black-Scholes PDE
• On a nonequidistant difference scheme of Chawla type
• Finite volume formulation of compact upwind and central schemes with artificial selective damping
• Structural schemes for one dimension stationary equations
• Structure-preserving combined high-order compact schemes for multiple order spatial derivatives differential equations
• Two linear energy-preserving compact finite difference schemes for coupled nonlinear wave equations
• The energy-preserving time high-order AVF compact finite difference scheme for nonlinear wave equations in two dimensions
• Small-stencil Padé schemes to solve nonlinear evolution equations

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