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Computational Methods in Applied Mathematics

Editor-in-Chief: Carstensen, Carsten

Managing Editor: Matus, Piotr


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Online
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1609-9389
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Volume 6, Issue 2

Issues

Supraconvergence of a Finite Difference Scheme for Elliptic Boundary Value Problems of the Third Kind in Fractional Order Sobolev Spaces

E. Emmrich
R.D. Grigorieff

Abstract

In this paper, we study the convergence of the finite difference discretization of a second order elliptic equation with variable coefficients subject to general boundary conditions. We prove that the scheme exhibits the phenomenon of supraconvergence on nonuniform grids, i.e., although the truncation error is in general of the first order alone, one has second order convergence. All error estimates are strictly local. Another result of the paper is a close relationship between finite difference scheme and linear finite element methods combined with a special kind of quadrature. As a consequence, the results of the paper can be viewed as the introduction of a fully discrete finite element method for which the gradient is superclose. A numerical example is given.

Keywords: nonuniform grid; elliptic finite difference scheme; stability; supraconvergence; finite differences; supercloseness of gradient; fully discrete linear FEM

About the article

Received: 2006-04-25

Revised: 2006-05-12

Accepted: 2006-06-05

Published in Print:


Citation Information: Computational Methods in Applied Mathematics Comput. Methods Appl. Math., Volume 6, Issue 2, Pages 154–177, ISSN (Online) 1609-9389, ISSN (Print) 1609-4840, DOI: https://doi.org/10.2478/cmam-2006-0008.

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© Institute of Mathematics, NAS of Belarus. This article is distributed under the terms of the Creative Commons Attribution Non-Commercial License, which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited. BY-NC-ND 4.0

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