A finite-difference scheme overconvergent at certain mesh points

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The author proposes a finite difference scheme on a rectangular mesh for the numerical solution of the quasilinear elliptic equation \(-\Delta u=f(u)\) in the unit square with Dirichlet boundary conditions. At first, this boundary value problem is approximated by a semidiscrete scheme. For this, the second derivative of \(u\) with respect to the variable \(x\) is replaced by the usual tri-point difference quotient for odd mesh points and by a five-point difference quotient for even mesh points, while the second derivative with respect to the variable \(y\) is not discretized. It is proved that the semidiscrete scheme is globally convergent of order \(O(h^ 4)\). A fully discrete scheme is obtained by using a tri-point finite difference scheme in order to approximate the above semidiscrete scheme with respect to \(y\). Furthermore, the error between semidiscrete and fully discrete scheme is estimated. In order to use the usual Taylor expansion technique in the error analysis, a six times continuously differentiable solution \(u\) is assumed. Finally, a numerical example is considered where \(f\) does not depend on \(u\). For this example the error between the solutions of the continuous equation and of the fully discrete scheme is discussed.











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