×

A super-convergent unsymmetric finite volume method for convection-diffusion equations. (English) Zbl 1415.65243

Summary: The design of the dual mesh of a conventional fitted finite volume method is revisited with the aim to obtain better convergence rates. A new choice of dual mesh points is proposed and it is proved that at these points the approximate flux density and the solution have a second-order accuracy. The results of numerical experiments substantiate the theoretical findings.

MSC:

65N08 Finite volume methods for boundary value problems involving PDEs
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
Full Text: DOI

References:

[1] Roos, H.-G.; Stynes, M.; Tobiska, L., (Numerical Methods for Singularly Perturbed Differential Equations. Convection-Diffusion and Flow Problems. Numerical Methods for Singularly Perturbed Differential Equations. Convection-Diffusion and Flow Problems, Springer Series in Computational Mathematics, vol. 24 (1996), Springer-Verlag: Springer-Verlag Berlin-Heidelberg-New York) · Zbl 0844.65075
[2] Miller, J. J.H.; O’Riordan, E.; Shiskin, G. I., Fitted Numerical Methods for Singular Perturbation Problems - Error estimates in the Maximum Norm for Linear Problems in One and Two Dimensions (1996), World Scientific Publishing Co.: World Scientific Publishing Co. Singapore-New Jersey-London-Hong Kong · Zbl 0915.65097
[3] Farrell, P. A.; Hegarty, A. F.; Miller, J. J.H.; O’Riordan, E.; Shishkin, G. I., Robust Computational Techniques for Boundary Layers (2000), CRC-Press: CRC-Press Boca Raton · Zbl 0964.65083
[4] Miller, J. J.H.; Wang, S., A new non-conforming Petrov-Galerkin finite-element method with triangular elements for a singularly perturbed advection-diffusion problem, IMA J. Numer. Anal., 14, 2, 257-276 (1994) · Zbl 0806.65111
[5] Wang, S., A novel fitted finite volume method for the Black-Scholes equation governing option pricing, IMA J. Numer. Anal., 24, 699-720 (2004) · Zbl 1147.91332
[6] Angermann, L.; Wang, S., Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing, Numer. Math., 106, 1, 1-40 (2007) · Zbl 1131.65301
[7] Wang, S.; Zhang, S.; Fang, Z., A superconvergent fitted finite volume method for Black-Scholes equations governing European and American option valuation, Numer. Methods Partial Differential Equations, 31, 755-790 (2015) · Zbl 1422.91774
[8] Wang, S.; Angermann, L., On convergence of the exponentially fitted volume method with an anisotropic mesh refinement for a singularly perturbed convection-diffusion equation, Comput. Methods Appl. Math., 3, 3, 493-512 (2003) · Zbl 1038.65112
[9] Liu, W.; Tang, T., Error analysis for a Galerkin-spectral method with coordinate transformation for solving singularly perturbed problems, Appl. Numer. Math., 38, 315-345 (2001) · Zbl 1023.65115
[10] Qiu, Y.; Sloan, D. M.; Tang, T., Numerical solution of a singularly perturbed two-point boundary value problem using equidistribution: analysis of convergence, J. Comput. Appl. Math., 116, 121-143 (2000) · Zbl 0977.65069
[11] Ramos, J. I., A smooth locally-analytical technique for singularly perturbed two-point boundary-value problems, Appl. Math. Comput., 163, 1132-1142 (2005) · Zbl 1067.65074
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.