Accurate elliptic differential equation solver
This report describes accurate numerical methods for general elliptic problems defined on rectangular domains with boundary conditions of the third kind. The continuous model is discretized using finite differences and the resulting system of linear algebraic equations is solved iteratively. Several iterative algorithms are implemented in both interval, using IBM's ACRITH, and point arithmetic. Problems are exhibited for which the point algorithms perform poorly but the corresponding interval procedures do not.
KeywordsPoint Solution Iteration Time Partial Differential Equation Finite Difference Approximation Program Time
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