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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
  • Texto completo no disponible (Saber más ...)
  • 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.


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