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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 />

26

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