Combined compact difference scheme for linear second-order partial differential equations with mixed derivative

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:264

Article

Lee, Spike T.¹  Liu, Jun²  Sun, Hai-Wei³ 

[1] Chinese Univ Hong Kong, Dept Math, Shatin, Hong Kong, Peoples R China

[2] So Illinois Univ, Dept Math, Carbondale, IL 62901 USA

[3] Univ Macau, Dept Math, Taipa, Peoples R China

关键词: Combined compact difference scheme;    Two dimensional;    Partial differential equations;    Mixed derivative;    High-order finite difference;    Fourier error analysis;   

DOI  :  10.1016/j.cam.2014.01.004

来源: Elsevier

【 摘 要 】

A combined compact difference scheme is proposed for linear second-order partial differential equations with mixed derivative. The scheme is based on a nine-point stencil at the interior with sixth-order accurate local truncation error. Fourier analysis is used to analyze the spectral resolution of the proposed scheme. Numerical tests demonstrate at least sixth-order convergence rate with Dirichlet boundary condition and fifth-order with Robin boundary condition. A bonus is that high Reynolds numbers do not interfere with the order of accuracy. (C) 2014 Elsevier B.V. All rights reserved.

【 授权许可】

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