Abstract:
We present compact difference scheme on three-point stencil for unknown function. The scheme approximates linear second order differential equation with variable smooth coefficient. Our numerical experiments confirmed 4-th accuracy order of solutions of the difference scheme and of eigenvalues’ approximation for the boundary problem. The difference operator is almost self-conjugate, and its spectrum is real. The Richardson extrapolation method improves the accuracy order.
Keywords:
compact difference scheme, divergent scheme, test functions, self-conjugacy.
Citation:
V. A. Gordin, E. A. Tsymbalov, “4th order difference scheme for the differential equation with variable coefficients”, Mat. Model., 29:7 (2017), 3–14; Math. Models Comput. Simul., 10:1 (2018), 79–88
This publication is cited in the following 5 articles:
Liling Shen, “Parallel Solving Method for the Variable Coefficient Nonlinear Equation”, International Journal of Circuits, Systems and Signal Processing, 16 (2022), 264
V. A. Gordin, “Compact finite-difference scheme for differential relations' approximation”, Math. Models Comput. Simul., 12:2 (2020), 133–142
V.A. Gordin, “COMPACT FINITE-DIFFERENCE SCHEMES FOR WEAKLY NON-LINEAR PROBLEMS AND BOUNDARY CONDITIONS IMITATING CAUCHY PROBLEM”, JOR, 47:1 (2019), 32
V. A. Gordin, E. A. Tsymbalov, “Compact difference scheme for parabolic and Schrödinger-type equations with variable coefficients”, J. Comput. Phys., 375 (2018), 1451–1468
V. A. Gordin, E. A. Tsymbalov, “Kompaktnaya raznostnaya skhema dlya differentsialnogo uravneniya s kusochno-postoyannym koeffitsientom”, Matem. modelirovanie, 29:12 (2017), 16–28