Compact finite difference schemes of arbitrary order for the Poisson equation in arbitrary dimensions

A Family of Sixth-Order Compact Finite-Difference Schemes for the Three-Dimensional Poisson Equation

We derive a family of sixth-order compact finite-difference schemes for the three-dimensional Poisson’s equation. As opposed to other research regarding higher-order compact difference schemes, our approach includes consideration of the discretization of the source function on a compact finite-difference stencil. The schemes derived approximate the solution to Poisson’s equation on a compact st...

High Order Compact Finite Difference Schemes for Solving Bratu-Type Equations

In the present study, high order compact finite difference methods is used to solve one-dimensional Bratu-type equations numerically. The convergence analysis of the methods is discussed and it is shown that the theoretical order of the method is consistent with its numerical rate of convergence. The maximum absolute errors in the solution at grid points are calculated and it is shown that the ...

The arbitrary order mixed mimetic finite difference method for the diffusion equation

We propose an arbitrary-order accurate Mimetic Finite Difference (MFD) method for the approximation of diffusion problems in mixed form on unstructured polygonal and polyhedral meshes. As usual in the mimetic numerical technology, the method satisfies local consistency and stability conditions, which determines the accuracy and the well-posedness of the resulting approximation. The method also ...

High Order Compact Finite Difference Schemes for the Helmholtz Equation with Discontinuous Coefficients

In this paper, thirdand fourth-order compact finite difference schemes are proposed for solving Helmholtz equations with discontinuous media along straight interfaces in two space dimensions. To keep the compactness of the finite difference schemes and get global high order schemes, even at the interface where the wave number is discontinuous, the idea of the immersed interface method is employ...

High order compact finite difference schemes for a nonlinear Black-Scholes equation