Convergence of fourth order compact difference schemes for three-dimensional convection-diffusion equations

被引:46
作者
Berikelashvili, Givi
Gupta, Murli M.
Mirianashvili, Manana
机构
[1] Georgian Acad Sci, A Razmadze Math Inst, GE-0193 Tbilisi, Georgia
[2] George Washington Univ, Dept Math, Washington, DC 20052 USA
[3] Georgian Acad Sci, N Muskhelishvilli Inst Computat Math, GE-0193 Tbilisi, Georgia
关键词
convection-diffusion equation; convergence estimates; three-dimensions; high accuracy; compact approximations; finite differences;
D O I
10.1137/050622833
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider a Dirichlet boundary-value problem for the three-dimensional convection-diffusion equations with constant coefficients in the unit cube. A high order compact finite difference scheme is constructed on a 19-point stencil using the Steklov averaging operators. We prove that the finite difference scheme converges in discrete W-2(m) (omega)-norm with the convergence rate O(h(s-m)), where the real parameter s satisfies the condition max(1.5, m) < s <= m + 4, m = 0, 1, 2, and the exact solution belongs to the Sobolev space W-2(s) (Omega).
引用
收藏
页码:443 / 455
页数:13
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