Iterative methods and high-order difference schemes for 2D elliptic problems with mixed derivative

被引：11

作者：

Fournié M. ^{[1
]}

Karaa S. ^{[2
]}

机构：

[1] Laboratiore MIP, CNRS UMR 5640, Université Paul Sabatier, Toulouse Cedex 4 31062

[2] Department of Mathematics and Statistics, Sultan Qaboos University, Muscat

来源：

J. Appl. Math. Comp. | 2006年 / 3卷 / 349-363期

关键词：

compact scheme; Elliptic problems; iterative methods; mixed derivatives; multigrid method; preconditioning techniques;

D O I：

10.1007/BF02832060

中图分类号：

学科分类号：

摘要：

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. © 2006 Korean Society for Computational & Applied Mathematics and Korean SIGCAM.

引用

页码：349 / 363

页数：14

共 29 条

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