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Journal of Numerical Mathematics

Editor-in-Chief: Hoppe, Ronald H. W. / Kuznetsov, Yuri

Managing Editor: Olshanskii, Maxim

Editorial Board: Benzi, Michele / Brenner, Susanne C. / Carstensen, Carsten / Dryja, M. / Feistauer, Miloslav / Glowinski, R. / Lazarov, Raytcho / Nataf, Frédéric / Neittaanmaki, P. / Bonito, Andrea / Quarteroni, Alfio / Guzman, Johnny / Rannacher, Rolf / Repin, Sergey I. / Shi, Zhong-ci / Tyrtyshnikov, Eugene E. / Zou, Jun / Simoncini, Valeria / Reusken, Arnold

IMPACT FACTOR 2017: 0.951
5-year IMPACT FACTOR: 3.128

CiteScore 2017: 0.96

SCImago Journal Rank (SJR) 2017: 0.494
Source Normalized Impact per Paper (SNIP) 2017: 0.772

Mathematical Citation Quotient (MCQ) 2017: 1.68

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Volume 13, Issue 1


High-order difference schemes based on new Marchuk integral identities for one-dimensional interface problems

I. T. Angelova / L. G. Vulkov

High-order finite difference approximations of the solution and the flux to model interface problems in one-dimension are constructed and analyzed. Explicit formulas based on new Marchuk integral identities that give O(h 2), O(h 4),… accuracy are derived. Numerical integration procedures using Lobatto quadratures for computing three-point schemes of any prescribed order of accuracy are developed. A rigorous rate of convergence analysis is presented. Numerical experiments confirm the theoretical results.

Key Words: Finite difference schemes,; integral identities,; interface problems

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Published in Print: 2005-04-01

Citation Information: Journal of Numerical Mathematics jnma, Volume 13, Issue 1, Pages 1–18, ISSN (Online) 1569-3953, ISSN (Print) 1570-2820, DOI: https://doi.org/10.1515/1569395054068982.

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