Acceleration of the convergence in finite difference method by predictor-corrector and splitting extrapolation method
889.3Kb
Neittaanmäki, P. & Lin, Q. (1987) . Acceleration of the convergence in finite difference method by predictor-corrector and splitting extrapolation methods. Journal of Computational Mathematics, 5 (2), 181-190.
Published in
Journal of Computational MathematicsDate
1987Access restrictions
Copyright
© the Authors & Institute of Computational Mathematics and Scientific/Engineering Computing
Two types of combination methods for accelerating the convergence of the finite difference method are presented. The first is based on an interpolation principle (correction method) and the second one on extrapolation principle. They improve the convergence from O(h²) to O(h⁴). The main advantage, when compared with standard methods, is that the computational work can be splitted into independent parts, which can then be carried out in parallel.
Publisher
Institute of Computational Mathematics and Scientific/Engineering ComputingISSN Search the Publication Forum
0254-9409Metadata
Show full item recordCollections
License
Except where otherwise noted, this item's license is described as In Copyright