Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki (Sep 2012)
Modification of finite differences method with use of Taylor expansions
Abstract
The conducted research compares the method of Taylor expansions and the finite difference method. The obtained method of Taylor expansions employs three, four and five series terms. For each modification a finite difference scheme is presented and its stability, convergence, and approximation are analyzed. For both methods the number of arithmetic operations is counted and compared as well as an error. The advantages of the method of Taylor expansions are revealed.