Analysis And Implementation Of High Order Compact Finite Difference Schemes

The derivation of centered compact schemes at interior and boundary grid points is performed and an analysis of stability and computational efficiency is given. Compact schemes are high order implicit methods for numerical solutions of initial and/or boundary value problems modeled by differential equations. These schemes generally require smaller stencils than the traditional explicit finite difference counterparts. To avoid numerical instabilities at and near boundaries and in regions of mesh non-uniformity, a numerical filtering technique is employed. Experiments for non-stationary linear problems (convection, heat conduction) and also for nonlinear problems (Burgers' and KdV equations) were performed. The compact solvers were combined with Euler and fourth-order Runge-Kutta time differencing. In most cases, the order of convergence of the numerical solution to the exact solution was the same as the formal order of accuracy of the compact schemes employed.