HIGH ACCURACY DIFFERENCE FORMULAE FOR A FOURTH ORDER QUASI-LINEAR PARABOLIC INITIAL BOUNDARY VALUE PROBLEM OF FIRST KIND
Authors:
R. K. Mohanty a;
D. J. Evans b;
Dinesh Kumar a
| Affiliations: | a Department of Mathematics, Faculty of Mathematical Sciences, University of Delhi, Delhi 110 007, India. |
| b Department of Computing, The Nottingham Trent University, Burton Street, Nottingham NG1 4BU, UK. |
DOI:
10.1080/0020716022000005528
Publication Frequency:
15 issues per year
Published in:
International Journal of Computer Mathematics,
Volume
80,
Issue
3
March
2003
, pages 381
- 398
Subjects:
Analysis - Mathematics;
Bioinformatics;
Computer Mathematics;
Discrete Mathematics;
Mathematical Finance;
Mathematical Logic;
Mathematical Numerical Analysis;
Systems & Computer Architecture;
Number of References: 8
Formats available:
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(English)
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Abstract
In this paper, new three level implicit finite difference methods of O(k^2+h^2) and O(k^2+h^4) are proposed for the numerical solution of fourth order quasi-linear parabolic partial differential equations in one space variable, where k\gt 0 and h\gt 0 are grid sizes in time and space coordinates respectively. In both cases, we use only nine grid points. The numerical solution of \partial u/\partial x is obtained as a by-product of the method. The characteristic equation for a model problem is established. Application to a linear singular equation is also discussed in detail. Four examples illustrate the utility of the new difference methods.
|
| Keywords: Fourth Order Quasi-linear Parabolic Equation; Implicit Scheme; Singular Equation; First Order Derivative; Rms Errors |
| view references (8) |

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