Acceleration of the convergence in finite difference method by predictor-corrector and splitting extrapolation method
Abstract
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.
Main Authors
Format
Articles
Journal article
Published
1987
Series
Publisher
Institute of Computational Mathematics and Scientific/Engineering Computing
The permanent address of the publication
https://urn.fi/URN:NBN:fi:jyu-201902041408Käytä tätä linkitykseen.
Review status
Peer reviewed
ISSN
0254-9409
Language
English
Published in
Journal of Computational Mathematics
Citation
- 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.
License
Tietueessa on rajoitettuja tiedostoja. The material is available for reading at the archive workstation of the University of Jyväskylä Library.
Copyright© the Authors & Institute of Computational Mathematics and Scientific/Engineering Computing