Analysis of a Fourth-Order Scheme for a Three-Dimensional Convection-Diffusion Model Problem

  • Authors:
  • Ashvin Gopaul;Muddun Bhuruth

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2006

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Abstract

We derive closed form expressions for the eigenvalues and discrete solution arising from a 19-point compact discretization of a three-dimensional convection-diffusion problem. It is shown that the coefficient matrix is positive definite when the cell-Reynolds number is greater than some critical value. By analyzing the terms composing the discrete solution, we prove that an oscillation-free discrete solution is guaranteed whenever the cell-Reynolds number exceeds a value which is grid-size dependent. An interesting result is that as the mesh size is refined, this value approaches the Golden Mean.