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2.2 Fourth-Order Compact Difference Scheme

By requiring the minimum truncation error, the parameters tex2html_wrap_inline546 were obtained such that (Figure 1b)
equation209

The tridiagonal system implied in (9) requires knowledge of the derivative of p at both boundaries. By require the error on the fourth-order tex2html_wrap_inline550, we obtained the relations for the ''left'' boundary point,
equation230
The ''right'' boundary point has the similar formulation.

The last terms in (2) and (9) suggest that the compact scheme can provide more accuracy. The error ratio between the 4th-order compact and the 4th order ordinary schemes is
equation252
which means a more than 30% reduction of the truncation error when we use the compact scheme.



Peter Chu
Thu Aug 24 17:01:43 PDT 2000