Abstract
We conduct experimental study on numerical solution of the two dimensional convection-diffusion equation discretized by three finite difference schemes: the traditional central difference scheme, the standard upwind scheme and the fourth-order compact scheme. We study the computed accuracy achievable by each scheme, the algebraic properties of the coefficient matrices arising from different schemes and the performance of the Gauss-Seidel iterative method, the preconditioned GMRES iterative method, and the multigrid method, for solving linear systems arising from these schemes.
Original language | English |
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Pages (from-to) | 11-30 |
Number of pages | 20 |
Journal | Applied Mathematics and Computation |
Volume | 109 |
Issue number | 1 |
DOIs | |
State | Published - Mar 1 2000 |
Keywords
- Convection-diffusion equation
- Finite difference discretization
- Iterative methods
- Preconditioning techniques
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics