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

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• 作者：Spike T. Lee ; Jun Liu ; Hai-Wei Sun
• 关键词：65N06 ; 65F50
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：July, 2014
• 年：2014
• 卷：264
• 期：Complete
• 页码：23-37
• 全文大小：489 K

文摘

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.