Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638916 | Journal of Computational and Applied Mathematics | 2014 | 15 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Spike T. Lee, Jun Liu, Hai-Wei Sun,