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High‐order methods for elliptic equations with variable coefficients
Author(s) -
Ananthakrishnaiah U.,
Manohar R.,
Stephenson J. W.
Publication year - 1987
Publication title -
numerical methods for partial differential equations
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.901
H-Index - 61
eISSN - 1098-2426
pISSN - 0749-159X
DOI - 10.1002/num.1690030306
Subject(s) - mathematics , variable (mathematics) , forcing (mathematics) , simple (philosophy) , order (exchange) , function (biology) , partial differential equation , point (geometry) , scheme (mathematics) , partial derivative , square (algebra) , boundary (topology) , mathematical analysis , geometry , philosophy , epistemology , finance , evolutionary biology , economics , biology
In this article, we give a simple method for developing finite difference schemes on a uniform square gird. We consider a general, two‐dimensional, second‐order, partial differential equation with variable coefficients. In the case of a nine‐point scheme, we obtain the known results of Young and Dauwalder in a fairly elegant fashion. We show how this can be extended to obtain fourth‐order schemes on thirteen points. We derive two such schemes which are attractive because they can be adapted quite easily bnto obtain formulas for gird points near the boundary. In addition to this, these formulas only require nine evaluations for the typical forcing function. Numerical examples are given to demonstrate the performance of one of the fourth‐order schemes.