On supraconvergence phenomenon for second order centered finite differences on non-uniform grids

DOI10.1016/J.CAM.2017.05.006MaRDI QIDQ2012580zbMATH OpenOpenAlexFDO

Authors Denys Dutykh, G. S. Khakimzyanov

Publication date 1 August 2017

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.02770

zbMATH Keywords

numerical examplesboundary value problemsboundary layerfinite differencesnon-uniform gridssupraconvergence

Mathematics Subject Classification ID

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)

Abstract: In the present study we consider an example of a boundary value problem for a simple second order ordinary differential equation, which may exhibit a boundary layer phenomenon. We show that usual central finite differences, which are second order accurate on a uniform grid, can be substantially upgraded to the fourth order by a suitable choice of the underlying non-uniform grid. This example is quite pedagogical and may give some ideas for more complex problems.

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Cited in

(8)

• Dispersive Shallow Water Wave Modelling. Part II: Numerical Simulation on a Globally Flat Space
• Higher order nonuniform grids for singularly perturbed convection-diffusion-reaction problems
• The second-order initial/boundary value problem: supraconvergence of regridding methods
• A higher‐order hybrid spline difference method on adaptive mesh for solving singularly perturbed parabolic reaction–diffusion problems with robin‐boundary conditions
• Wave dynamics on networks: method and application to the sine-Gordon equation
• Sixth-order adaptive non-uniform grids for singularly perturbed boundary value problems
• Numerical modelling of surface water wave interaction with a moving wall
• Consistent, non-oscillatory RBF finite difference solutions to boundary layer problems for any degree on uniform grids

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