A two-weight scheme for a time-dependent advection-diffusion problem

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Abstract

We consider a family of two-weight finite difference schemes for a time-dependent advection-diffusion problem. For a given uniform grid-spacing in time and space, and for a fixed value of advection and diffusion parameters, we demonstrate how to optimally choose these weights by means of the notion of an equivalent differential equation. We also provide a geometric interpretation of the weights. We present numerical results that demonstrate that the approach is superior to other commonly used methods that also fit into the framework of a two-weight scheme.

Original languageEnglish
Title of host publicationBAIL 2010 - Boundary and Interior Layers, Computational and Asymptotic Methods
Pages99-108
Number of pages10
DOIs
Publication statusPublished - 2011
EventBoundary and Interior Layers, Computational and Asymptotic Methods, BAIL 2010 - Zaragoza, Spain
Duration: 5 Jul 20109 Jul 2010

Publication series

NameLecture Notes in Computational Science and Engineering
Volume81 LNCSE
ISSN (Print)1439-7358

Conference

ConferenceBoundary and Interior Layers, Computational and Asymptotic Methods, BAIL 2010
Country/TerritorySpain
CityZaragoza
Period5/07/109/07/10

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