compact finite differences;
nonuniform grid;
boundary value problem;
D O I:
10.1016/0898-1221(96)00037-5
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
A compact finite difference procedure is developed for the numerical solution of second-order two point boundary value problems with mixed boundary conditions. The procedure is applied to a series of linear and nonlinear problems on both uniform and nonuniform grids. In all cases the global estimates of the rate of convergence tend to four. In the last part of the paper, the procedure is extended to a nonlinear partial differential equation, Burger's equation.
机构:
Department of Applied Mathematics,Nanjing University of Finance and EconomicsDepartment of Applied Mathematics,Nanjing University of Finance and Economics