Preconditioned iterative methods and finite difference schemes for convection-diffusion

Jun Zhang

Research output: Contribution to journalArticlepeer-review

46 Scopus citations

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 languageEnglish
Pages (from-to)11-30
Number of pages20
JournalApplied Mathematics and Computation
Volume109
Issue number1
DOIs
StatePublished - Mar 1 2000

Keywords

  • Convection-diffusion equation
  • Finite difference discretization
  • Iterative methods
  • Preconditioning techniques

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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