Convergence of the compact finite difference method for second-order elliptic equations

DOI10.1016/J.AMC.2006.05.033MaRDI QIDQ858814zbMATH OpenOpenAlexFDO

Authors Jichao Zhao, Tie Zhang, Robert M. Corless

Publication date 11 January 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.033

zbMATH Keywords

block tri-diagonal matrixcompact finite difference methodconvergencefull multigrid methodnumerical experimentssmallest eigenvaluetwo point boundary value problemstwo-dimensional elliptic equations

Mathematics Subject Classification ID

Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

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Cited in

(25)

• A finite difference scheme for a class of first-order elliptic partial differential equations
• High-order compact difference scheme and multigrid method for solving the 2D elliptic problems
• Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations
• High order compact block-centered finite difference schemes for elliptic and parabolic problems
• Higher-order compact finite difference for certain PDEs in arbitrary dimensions
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option
• Compact finite difference method for American option pricing
• Highly accurate compact mixed methods for two point boundary value problems
• A third (four) order accurate, nine-point compact scheme for mildly-nonlinear elliptic equations in two space variables
• A fast accurate approximation method with multigrid solver for two-dimensional fractional sub-diffusion equation
• Closed form numerical solutions of variable coefficient linear second-order elliptic problems
• Compact difference schemes for heat equation with Neumann boundary conditions. II.
• A compact finite difference scheme and a cascadic two grid method for nonlinear elliptic problem
• Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation
• Convergence of corrected derivative methods for second-order linear partial differential equations
• Compact mixed methods for convection/diffusion type problems
• On convergence and performance of iterative methods with fourth-order compact schemes
• On the convergence of compact arithmetic averaging scheme for semi-linear 2d-elliptic equations and estimates of partial derivatives
• scientific article; zbMATH DE number 2112650 (Why is no real title available?)
• scientific article; zbMATH DE number 1431706 (Why is no real title available?)
• Numerical solution for solving fractional parabolic partial differential equations
• Compact half step approximation in exponential form for the system of 2D second-order quasi-linear elliptic partial differential equations
• High Order Compact Schemes for Flux Type BCs
• Compact-FDM for mildly nonlinear two-space dimensional elliptic BVPs in polar coordinate system and its convergence theory
• Compact finite difference method for the fractional diffusion equation

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