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Three-point finite-difference schemes, Padé and the spectral Galerkin method. I. One-sided impedance approximation
Author(s):
Vladimir
Druskin;
Shari
Moskow.
Journal:
Math. Comp.
71
(2002),
995-1019.
MSC (2000):
Primary 65N06, 65N35
Posted:
November 19, 2001
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Abstract:
A method for calculating special grid placement for three-point schemes which yields exponential superconvergence of the Neumann to Dirichlet map has been suggested earlier. Here we show that such a grid placement can yield impedance which is equivalent to that of a spectral Galerkin method, or more generally to that of a spectral Galerkin-Petrov method. In fact we show that for every stable Galerkin-Petrov method there is a three-point scheme which yields the same solution at the boundary. We discuss the application of this result to partial differential equations and give numerical examples. We also show equivalence at one corner of a two-dimensional optimal grid with a spectral Galerkin method.
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Additional Information:
Vladimir
Druskin
Affiliation:
Schlumberger-Doll Research, Old Quarry Rd, Ridgefield, Connecticut 06877
Email:
druskin@ridgefield.sdr.slb.com
Shari
Moskow
Affiliation:
Department of Mathematics, University of Florida, 358 Little Hall, P.O. Box 118105, Gainesville, Florida 32611-8105
Email:
moskow@math.ufl.edu
DOI:
10.1090/S0025-5718-01-01349-7
PII:
S 0025-5718(01)01349-7
Keywords:
Second order scheme,
exponential superconvergence,
pseudospectral,
Galerkin-Petrov,
rational approximations
Received by editor(s):
December 2, 1999
Received by editor(s) in revised form:
July 12, 2000 and September 26, 2000
Posted:
November 19, 2001
Copyright of article:
Copyright
2001,
American Mathematical Society
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