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Journal ArticleDOI

An explicit fourth‐order compact finite difference scheme for three‐dimensional convection–diffusion equation

Jun Zhang
- 01 Mar 1998 - 
- Vol. 14, Iss: 3, pp 209-218
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TLDR
In this paper, the authors present an explicit fourth-order compact finite difference scheme for approximating the three-dimensional convection diffusion equation with variable coefficients, which is defined on a uniform cubic grid.
Abstract
We present an explicit fourth-order compact finite difference scheme for approximating the three-dimensional convection diffusion equation with variable coefficients. This 19-point formula is defined on a uniform cubic grid. We compare the advantages and implementation costs of the new scheme with the standard 7-point scheme in the context of basic iterative methods. Numerical examples are used to verify the fourth-order convergence rate of the scheme and to show that the Gauss Seidel iterative method converges for large values of the convection coefficients. Some algebraic properties of the coefficient matrices arising from different discretization schemes are compared. We also comment on the potential use of the fourth-order compact scheme with multilevel iterative methods

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Citations
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Journal ArticleDOI

A fourth-order compact ADI method for solving two-dimensional unsteady convection-diffusion problems

TL;DR: In this paper, an exponential high-order compact (EHOC) alternating direction implicit (ADI) method, in which the Crank-Nicolson scheme is used for the time discretization and an exponential fourthorder compact difference formula for the steady-state 1D convection-diffusion problem is used to solve the problem, is presented for the solution of the unsteady convection--diffusion problems, which requires only a regular fivepoint 2D stencil similar to that in the standard second-order methods.
Journal ArticleDOI

Sixth order compact scheme combined with multigrid method and extrapolation technique for 2D poisson equation

TL;DR: A sixth order finite difference discretization strategy to solve the two dimensional Poisson equation is developed, which is based on the fourth order compact discretized, multigrid method, Richardson extrapolation technique, and an operator based interpolation scheme.
Journal ArticleDOI

Multigrid Method and Fourth-Order Compact Scheme for 2D Poisson Equation with Unequal Mesh-Size Discretization

TL;DR: A fourth-order compact difference scheme with unequal mesh sizes in different coordinate directions is employed to discretize a two-dimensional Poisson equation in a rectangular domain and partial semicoarsening and line Gauss–Seidel relaxation methods are designed to solve the resulting sparse linear systems.
Journal ArticleDOI

Compact finite difference method for American option pricing

TL;DR: In this article, the authors developed three ways of combining compact finite difference methods for American option price on a single asset with methods for dealing with this optimal exercise boundary, which can be cast as a partial differential equation.
Journal ArticleDOI

High-order compact boundary value method for the solution of unsteady convection-diffusion problems

TL;DR: Numerical results obtained from solving several problems, which 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 ofFourth order give an efficient algorithm for solving such problems.
References
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SPARSKIT: A basic tool kit for sparse matrix computations

TL;DR: The main features of a tool package for manipulating and working with sparse matrices, to provide basic tools to facilitate the exchange of software and data between researchers in sparse matrix computations, are presented.
Journal ArticleDOI

High‐order compact scheme for the steady stream‐function vorticity equations

TL;DR: In this paper, a higher-order compact scheme that is O(h4) on the nine-point 2D stencil is formulated for the steady stream-function vorticity form of the Navier-Stokes equations.
Journal ArticleDOI

A compact fourth‐order finite difference scheme for the steady incompressible Navier‐Stokes equations

TL;DR: In this article, the Navier-Stokes equations were approximated to fourth-order accuracy with stencils extending only over a 3 x 3 square of points, and the key advantage of the new compact 4-order scheme is that it allows direct iteration for low-to-mediwn Reynolds numbers.
Journal ArticleDOI

A single cell high order scheme for the convection-diffusion equation with variable coefficients

TL;DR: In this paper, a schema de differences finies for convection-diffusion coefficients variables is proposed, and the resulting system is resolué par des methodes iterative.
Journal ArticleDOI

Compact h4 finite-difference approximations to operators of Navier-Stokes type

TL;DR: In this paper, a method of obtaining compact finite-difference approximations of h4 accuracy to operators of Navier-Stokes type is considered, and the basic procedure is developed for operators in one space dimension and subsequently applied to problems in more space dimensions and in time.
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