error boundsfinite difference formulasnonuniform gridsnumerical experimentsnumerical oscillationsstabilitysupraconvergencetwo-point boundary value problems
Nonlinear boundary value problems for ordinary differential equations (34B15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)
The authors study a class of numerical methods to solve two-point boundary value problems on nonuniform grids. When standard centered finite difference formulas are generalized to nonuniform grids, the order of the truncation error is, generally, lower than on uniform grids. However, the use of some of these formulas may provide very accurate results. This surprising fact suggests that the global error should have an order of convergence greater than that of the truncation error. Such a phenomenon, which has been called supraconvergence, has received the attention of many authors. With the study of supraconvergence it becomes clear, that the truncation error does not provide a good indicator of the method's accuracy. Numerical experiments show that if one studies two finite difference discretizations for two-point boundary problems even if both are supraconvergent with the same global error order they may produce very different numerical simulations. The conclusion is, that the truncation and global error orders do not give enough information on the ``quality of the numerical simulation. If two formulas have the same global error order an indicator to distinguish them could be the size of the error constant. The boundedness properties of this constant are related to stability, but a more detailed analysis of its behavior can give important informations on the expected accuracy. The authors approach furnishes a prediction of the magnitude of numerical oscillations and also a study of the sensitivity of the method to the index of the node where a step change occurs.
- Supra-Convergent Schemes on Irregular Grids
- On supraconvergence phenomenon for second order centered finite differences on non-uniform grids
- scientific article; zbMATH DE number 3951920
- scientific article; zbMATH DE number 30398
- The Numerical Solution of Second-Order Boundary Value Problems on Nonuniform Meshes
- On supraconvergence phenomenon for second order centered finite differences on non-uniform grids
- scientific article; zbMATH DE number 2135684 (Why is no real title available?)
- scientific article; zbMATH DE number 895418 (Why is no real title available?)
- A high-order compact difference scheme for 2D Laplace and Poisson equations in non-uniform grid systems
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