Reduktionsverfahren für Differenzengleichungen bei Randwertaufgaben II

Summary In a recent paper 11], two of the authors investigated a fast reduction method for solving difference equations which approximate certain boundary value problems for Poisson's equation. In this second paper, we prove the numerical stability of the reduction method, and also report on further developments of the method. For the general case, the provided bounds for the numerical errors behave roughly like the condition numberO(n ²) of the linear system; for more realistic model problems estimates of order less thanO(n) are obtained (n ^–1=h=mesh width). The number of operations required for the reduction method isO(n ² ), for the usual five-point difference formula, as well as for the common nine-point formula with discretization error of orderh ⁴.