@Article{JCM-2-56, author = {Lin , Qun and Tao , Lü}, title = {Correction Procedure for Solving Partial Differential Equations}, journal = {Journal of Computational Mathematics}, year = {1984}, volume = {2}, number = {1}, pages = {56--69}, abstract = {
The correction procedure has been discussed by L. Fox and V. Pereyra for accelerating the convergence of a certain approximate solution. Its theoretical basis is the existence of an asymptotic expansion for the error of discretization proved by Filippov and Rybinskii and Stetter: $u-u_h=h^2 v+O(h^4)$, where $u$ is the solution of the original differential equation, $u_h$ the solution of the approximate finite difference equation with parameter $h$ and $v$ the solution of a correction differential equation independent of $h$. Stetter et al. used the extrapolation procedure to eliminate the auxiliary function $v$ while Pereyra et al. used some special procedure to solve v approximately.
In the present paper we will present a difference procedure for solving $v$ easily.