Abstract

AbstractA second‐order finite difference scheme for mixed boundary value problems is presented. This scheme does not require the tangential derivative of the Neumann datum. It is designed for applications in which the Neumann condition is available only in discretized form. The second‐order convergence of the scheme is proven and the theory is validated by numerical examples. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 400–420, 2007

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