Abstract
We derive a fourth-order compact finite difference scheme for a two-dimensional elliptic problem with a mixed derivative and constant coefficients. We conduct experimental study on numerical solution of the problem discretized by the present compact scheme and the traditional second-order central difference scheme. We study the computed accuracy achieved by each scheme and the performance of the Gauss-Seidel iterative method, the preconditioned GMRES iterative method, and the multigrid method, for solving linear systems arising from the difference schemes.
Original language | English |
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Pages (from-to) | 349-363 |
Number of pages | 15 |
Journal | Journal of Applied Mathematics and Computing |
Volume | 22 |
Issue number | 3 |
DOIs | |
Publication status | Published - Oct 2006 |
Keywords
- Elliptic problems
- compact scheme
- iterative methods
- mixed derivatives
- multigrid method
- preconditioning techniques
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics