Stability properties of some boundary value methods
Applied Numerical Mathematics
Stability of some boundary value methods for IVPs
NUMDIFF-7 Selected papers of the seventh conference on Numerical treatment of differential equations
High-order compact-difference schemes for time-dependent Maxwell equations
Journal of Computational Physics
Block-Boundary Value Methods for the Solution of Ordinary Differential Equations
SIAM Journal on Scientific Computing
Determination of a control parameter in the two-dimensional diffusion equation
Applied Numerical Mathematics
High order ADI method for solving unsteady convection-diffusion problems
Journal of Computational Physics
High order finite difference numerical methods for time-dependent convection-dominated problems
Applied Numerical Mathematics - Applied scientific computing: Recent approaches to grid generation, approximation and numerical modelling
Mathematics and Computers in Simulation
A fourth-order compact ADI method for solving two-dimensional unsteady convection-diffusion problems
Journal of Computational and Applied Mathematics
Mathematical and Computer Modelling: An International Journal
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In this paper, we propose a new class of high-order accurate methods for solving the two-dimensional unsteady convection-diffusion equation. These techniques are based on the method of lines approach. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives and a boundary value method of fourth order for the time integration of the resulted linear system of ordinary differential equations. The proposed method has fourth-order accuracy in both space and time variables. Also this method is unconditionally stable due to the favorable stability property of boundary value methods. Numerical results obtained from solving several problems include problems encounter in many transport phenomena, problems with Gaussian pulse initial condition and problems with sharp discontinuity near the boundary, show that the compact finite difference approximation of fourth order and a boundary value method of fourth order give an efficient algorithm for solving such problems.