Supra-Convergent Schemes on Irregular Grids

Abstract

As Tikhonov and Samarskil showed for k = 2, it is not essential that k th-order compact difference schemes be centered at the arithmetic mean of the stencil's points to yield second-order convergence (although it does suffice). For stable schemes and even k, the main point is seen when the k th difference quotient is set equal to the value of the k th derivative at the middle point of the stencil; the proof is particularly transparent for k = 2. For any k, in fact, there is a ( k/2J -parameter family of symmetric averages of the values of the k th derivative at the points of the stencil which, when similarly used, yield second-order convergence. The result extends to stable compact schemes for equations with lower-order terms under general boundary conditions. Although the extension of Numerov's tridiagonal scheme (approximating D2y = f with third-order truncation error) yields fourth-order con- vergence on meshes consisting of a bounded number of pieces in which the mesh size changes monotonically, it yields only third-order convergence to quintic polynomials on any three- periodic mesh with unequal adjacent mesh sizes and fixed adjacent mesh ratios. A result of some independent interest is appended (and applied): it characterizes, simply, those functions of k variables which possess the property that their average value, as one translates over one period of an arbitrary periodic sequence of arguments, is zero; i.e., those bounded functions whose average value, as one translates over arbitrary finite sequences of arguments, goes to zero as the length of the sequences increases.