A finite difference scheme on nonuniform grids
Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
The author introduces a finite difference scheme on a nonuniform grid for approximation of first and second derivatives. Then this approximation is used for the numerical solution of boundary value problems. The numerical results of solving three examples (two for ordinary differential equations and one for a two dimensional partial differential equation) demonstrate the advantages of a nonuniform grid.
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