Combined compact difference scheme for linear second-order partial differential equations with mixed derivative

Authors:
Spike T. Lee;Jun Liu;Hai-Wei Sun
Affiliations:
-;-;-
Venue:
Journal of Computational and Applied Mathematics
Year:
2014

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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.