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

• Autores: Spike T. Lee, Jun Liu, Hai-Wei Sun
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 264, Nº 1, 2014, págs. 23-37
• Idioma: inglés
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• Resumen

  • 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.