On the Derivation of Highest-Order Compact Finite Difference Schemes for the One- and Two-Dimensional Poisson Equation with Dirichlet Boundary Conditions

نویسندگان

  • Sean O. Settle
  • Craig C. Douglas
  • Imbunm Kim
  • Dongwoo Sheen
چکیده

The primary aim of this paper is to answer the question: what are the highest-order fiveor nine-point compact finite difference schemes? To answer this question, we present several simple derivations of finite difference schemes for the oneand two-dimensional Poisson equation on uniform, quasi-uniform, and non-uniform face-to-face hyper-rectangular grids and directly prove the existence or non-existence of their highest-order local accuracies. Our derivations are unique in that we do not make any initial assumptions on stencil symmetries or weights. For the one-dimensional problem, the derivation using the three-point stencil on both uniform and non-uniform grids yields a scheme with arbitrarily high-order local accuracy. However, for the two-dimensional problem, the derivation using the corresponding five-point stencil on uniform and quasi-uniform grids yields a scheme with at most second-order local accuracy, and on non-uniform grids yields at most first-order local accuracy. When expanding the five-point stencil to the nine-point stencil, the derivation using the nine-point stencil on uniform grids yields at most sixth-order local accuracy, but on quasiand non-uniform grids yields at most fourthand third-order local accuracy, respectively.

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عنوان ژورنال:
  • SIAM J. Numerical Analysis

دوره 51  شماره 

صفحات  -

تاریخ انتشار 2013