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Combined compact difference scheme for linear second-order partial differential equations with mixed derivative
Spike T.Lee1; Jun Liu2; Hai-Wei Sun3
2014-07-01
Source PublicationJournal of Computational and Applied Mathematics
ISSN03770427
Volume264Pages:23-37
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. © 2014 Elsevier B.V. All rights reserved.

KeywordCombined Compact Difference Scheme Fourier Error Analysis High-order Finite Difference Mixed Derivative Partial Differential Equations Two Dimensional
DOI10.1016/j.cam.2014.01.004
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000332748800002
Scopus ID2-s2.0-84893153105
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorHai-Wei Sun
Affiliation1.Department of Mathematics, The Chinese University of Hong Kong, Shatin, Hong Kong, China
2.Department of Mathematics, Southern Illinois University, Carbondale, IL, USA
3.Department of Mathematics, University of Macau, Macao, China
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Spike T.Lee,Jun Liu,Hai-Wei Sun. Combined compact difference scheme for linear second-order partial differential equations with mixed derivative[J]. Journal of Computational and Applied Mathematics, 2014, 264, 23-37.
APA Spike T.Lee., Jun Liu., & Hai-Wei Sun (2014). Combined compact difference scheme for linear second-order partial differential equations with mixed derivative. Journal of Computational and Applied Mathematics, 264, 23-37.
MLA Spike T.Lee,et al."Combined compact difference scheme for linear second-order partial differential equations with mixed derivative".Journal of Computational and Applied Mathematics 264(2014):23-37.
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