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dc.contributor.authorNeittaanmäki, Pekka
dc.contributor.authorLin, Qun
dc.date.accessioned2019-02-04T14:38:14Z
dc.date.available2019-02-04T14:38:14Z
dc.date.issued1987fi
dc.identifier.citationNeittaanmäki, P. & Lin, Q. (1987) . Acceleration of the convergence in finite difference method by predictor-corrector and splitting extrapolation methods. <em> Journal of Computational Mathematics</em>, 5 (2), 181-190.
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/62692
dc.description.abstractTwo 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.fi
dc.format.mimetypeapplication/pdf
dc.language.isoeng
dc.publisherInstitute of Computational Mathematics and Scientific/Engineering Computing
dc.relation.ispartofseriesJournal of Computational Mathematics
dc.rightsIn Copyright
dc.titleAcceleration of the convergence in finite difference method by predictor-corrector and splitting extrapolation methodfi
dc.typearticle
dc.identifier.urnURN:NBN:fi:jyu-201902041408
dc.type.urihttp://purl.org/eprint/type/JournalArticle
dc.description.reviewstatuspeerReviewed
dc.format.pagerange181-190
dc.relation.issn0254-9409
dc.relation.numberinseries2
dc.relation.volume5
dc.type.versionpublishedVersion
dc.rights.copyright© the Authors & Institute of Computational Mathematics and Scientific/Engineering Computing
dc.rights.accesslevelrestrictedAccessfi
dc.format.contentfulltext
dc.rights.urlhttp://rightsstatements.org/page/InC/1.0/?language=en


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