04.05.2015 Views

Slides - School of Engineering - University of Warwick

Slides - School of Engineering - University of Warwick

Slides - School of Engineering - University of Warwick

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

3.3 - Higher Order Accuracy<br />

Second-Order Accuracy: T.E. ∼ O(∆x 2 ).<br />

Requires Two grid points, x i+1 & x i−1 .<br />

∂f<br />

∂x = f i+1 − f i−1<br />

2∆x<br />

+ O(∆x 2 ). (3.9 FP )<br />

Fourth-Order Accuracy: T.E. ∼ O(∆x 4 ).<br />

Requires Four grid points at x i+2 , x i+1 , x i−1 & x i−2 .<br />

∂f<br />

∂x = −f i+2 + 8f i+1 − 8f i−1 + f i−2<br />

12∆x<br />

+ O(∆x 4 ). (3.14 F&P )<br />

25

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!