Application of Richardson extrapolation for multi-dimensional advection equations

Zahari Zlatev, Ivan Dimov, István Faragó, Krassimir Georgiev, Ágnes Havasi, Tzvetan Ostromsky

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

A Crank-Nicolson type scheme, which is of order two with respect to all independent variables, is used in the numerical solution of multi-dimensional advection equations. Normally, the order of accuracy of any numerical scheme can be increased by one when the well-known Richardson Extrapolation is used. It is proved that in this particular case the order of accuracy of the combined numerical method, the method consisting of the Crank-Nicolson scheme and the Richardson Extrapolation, is not three but four.

Original languageEnglish
Pages (from-to)2279-2293
Number of pages15
JournalComputers and Mathematics with Applications
Volume67
Issue number12
DOIs
Publication statusPublished - Jul 2014

Keywords

  • Crank-Nicolson numerical scheme
  • Multi-dimensional advection
  • Order of accuracy
  • Richardson extrapolation

ASJC Scopus subject areas

  • Modelling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

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