Higher-Order Compact Finite Difference for Certain PDEs in Arbitrary Dimensions

Abstract

In this paper, we first present the expression of a model of a fourth-order compact finite difference (CFD) scheme for the convection diffusion equation with variable convection coefficient. Then, we also obtain the fourth-order CFD schemes of the diffusion equation with variable diffusion coefficients. In addition, a fine description of the sixth-order CFD schemes is also developed for equations with constant coefficients, which is used to discuss certain partial differential equations (PDEs) with arbitrary dimensions. In this paper, various ways of numerical test calculations are prepared to evaluate performance of the fourth-order CFD and sixth-order CFD schemes, respectively, and the empirical results are proved to verify the effectiveness of the schemes in this paper.