Slides - School of Engineering - University of Warwick
Slides - School of Engineering - University of Warwick
Slides - School of Engineering - University of Warwick
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3.3 - High Order Accuracy - Cont’d<br />
N-th Order Accuracy: T.E. ∼ O(∆x N ).<br />
Requires N grid points to achieve the N-th order<br />
accuracy.<br />
The main difficulty with the higher order formulae occurs<br />
near boundaries <strong>of</strong> the domain.<br />
For example, the derivative <strong>of</strong> f at x 1 would require the<br />
value <strong>of</strong> f at x −1 which is not available.<br />
In practice, to alleviate this problem, we utilise lower<br />
order or non-central formulae near boundaries.<br />
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