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In this article we present a fourth‐order finite difference scheme, for a system of two‐dimensional, second‐order, nonlinear elliptic partial differential equations with mixed spatial derivative terms, using 13‐point stencils with a uniform mesh size h on a square region R subject to Dirichlet boundary conditions. The scheme of order h4 is derived using the local solution of the system on a single stencil. The resulting system of algebraic equations can be solved by iterative methods. The difference scheme can be easily modified to obtain formulae for grid points near the boundary. Computational results are given to demonstrate the performance of the scheme on some problems including Navier‐Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 43–53, 2001 相似文献
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J.E. Macías-Díaz F.J. Avelar-González R.S. Landry 《Journal of Difference Equations and Applications》2013,19(11):1021-1043
In this work, we propose an efficient implementation of a finite-difference method employed to approximate the solutions of a system of partial differential equations that appears in the investigation of the growth of biological films. The associated homogeneous Dirichlet problem is discretized using a linear approach. This discretization yields a positivity- and boundedness-preserving implicit technique which is represented in vector form through the multiplication by a sparse matrix. A straightforward implementation of this methodology would require a substantial amount of computer memory and time, but the problem is conveniently coded using a continual reduction of the zero sub-matrices of the representing matrix. In addition to the conditions that guarantee the positivity and the boundedness of the numerical approximations, we establish some parametric constraints that assure that the same properties for the discrete total mass at each point of the mesh-grid and each discrete time are actually satisfied. Some simulations are provided in order to illustrate both the performance of the implementation, and the preservation of the positivity and the boundedness of the numerical approximations. 相似文献