Higher-order numerical solutions using cubic splines

Abstract

A cubic spline collocation procedure has recently been developed for the numerical solution of partial differential equations. In the present paper, this spline procedure is reformulated so that the accuracy of the second-derivative approximation is improved and parallels that previously obtained for lower derivative terms. The final result is a numerical procedure having overall third-order accuracy for a non-uniform mesh and overall fourth-order accuracy for a uniform mesh. Solutions using both spline procedures, as well as three-point finite difference methods, will be presented for several model problems.-