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Exponential difference schemes for solving boundary-value problems for convection-diffusion type equations

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Abstract

The paper considers the numerical solution of boundary-value problems for multidimensional convection-diffusion type equations (CDEs). Such equations are useful for various physical processes in solids, liquids and gases. A new approach to the spatial approximation for such equations is proposed. This approach is based on an integral transformation of second-order one-dimensional differential operators. A linear version of CDE was chosen for simplicity of the analysis. In this setting, exponential difference schemes were constructed, algorithms for their implementation were developed, a brief analysis of the stability and convergence was made. This approach was numerically tested for a two-dimensional problem of motion of metallic particles in water flow subject to a constant magnetic field.

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Correspondence to S. V. Polyakov.

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Original Russian Text © S.V. Polyakov, Yu.N. Karamzin, T.A. Kudryashova, I.V. Tsybulin, 2016, published in Matematicheskoe Modelirovanie, 2016, Vol. 28, No. 7, pp. 121–136.

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Polyakov, S.V., Karamzin, Y.N., Kudryashova, T.A. et al. Exponential difference schemes for solving boundary-value problems for convection-diffusion type equations. Math Models Comput Simul 9, 71–82 (2017). https://doi.org/10.1134/S2070048217010124

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  • DOI: https://doi.org/10.1134/S2070048217010124

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