有限差分的快速算法

FAST COMPUTATING METHOD OF FINITE DIFFERENCE

本文提出的有限差分快速算法建立在最优化理论的基础上,它利用群速度相对误差最小求出最佳差分算子系数。这种差分方法比传统有限差分格式快一个多数量级,比伪谱法快3—5倍。

Past computing method of finite difference is to optimize the differentiator by minimizing relative error of the group velocity. The method is at least one order of magnitude more efficient than conventional finite difference scheme and 3 to 5 times more efficient than pseudospectral method.