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A. V. Burmistrov

Improvement of the Euler scheme for the solution of a stationary diffusion equation by extrapolation

We consider two known methods for increasing the order of a deterministic error in the Euler scheme and a new method based on the simultaneous estimation of a desired functional with two different time steps and the corresponding extrapolation. We propose to use the new method in the weight modification of the Euler scheme for the calculation of the gradient of the solution to a stationary diffusion equation. The results of numerical experiments are given.

Russian Journal of Numerical Analysis and Mathematical Modelling, Walter de Gruyter

Print ISSN: 0927-6467
Volume: 19, 12/2004
Pages: 467 - 476

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