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Pré-Publication, Document De Travail Année : 2015

On supraconvergence phenomenon for second order centered finite differences on non-uniform grids

Résumé

In the present note we consider an example of a boundary value problem for a simple second order ordinary differential equation, which may exhibit a boundary layer phenomenon. We show that usual central finite differences, which are second order accurate on a uniform grid, can be substantially upgraded to the fourth order by a suitable choice of the underlying non-uniform grid. This example is quite pedagogical and may give some ideas for more complex problems.
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Dates et versions

hal-01223522 , version 1 (02-11-2015)
hal-01223522 , version 2 (27-04-2016)
hal-01223522 , version 3 (07-11-2016)
hal-01223522 , version 4 (03-02-2017)
hal-01223522 , version 5 (09-04-2017)

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Gayaz Khakimzyanov, Denys Dutykh. On supraconvergence phenomenon for second order centered finite differences on non-uniform grids. 2015. ⟨hal-01223522v1⟩
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