Acceleration of the convergence in finite difference method by predictor-corrector and splitting extrapolation method
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 inJournal of Computational Mathematics
© 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.
PublisherInstitute of Computational Mathematics and Scientific/Engineering Computing
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