Higher-order numerical solutions using cubic splines

Abstract

A cubic spline collocation procedure was developed for the numerical solution of partial differential equations. 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 of a nonuniform mesh. Solutions using both spline procedures, as well as three-point finite difference methods, are presented for several model problems.