Increase of accuracy of difference solutions for second order elliptic equations with mixed derivatives. (Ukrainian. English summary) Zbl 0979.65095
Summary: An application of the finite difference method is considered for solution of the Dirichlet problem for second order elliptic equations with mixed derivatives. It is proved that the solutions of the difference scheme extrapolated according to the Richardson method have the fourth order of accuracy in the norm \(L_2\).
MSC:
65N15 | Error bounds for boundary value problems involving PDEs |
65N06 | Finite difference methods for boundary value problems involving PDEs |
35J25 | Boundary value problems for second-order elliptic equations |