High-order blended compact difference schemes for the 3D elliptic partial differential equation with mixed derivatives and variable coefficients

Abstract

Abstract Blended compact difference (BCD) schemes with fourth- and sixth-order accuracy are proposed for approximating the three-dimensional (3D) variable coefficients elliptic partial differential equation (PDE) with mixed derivatives. With truncation error analyses, the proposed BCD schemes can reach their theoretical accuracy, respectively, for the interior gird points and require 19 points compact stencil. They fully blend the implicit compact difference (CD) scheme and the explicit CD scheme together to make the derivation method and programming easier. The BCD schemes are also decoupled, which means the unknown function and its derivatives are separately resolved by different finite difference equations. Moreover, the sixth-order schemes are developed to solve the first-order derivatives, the second-order derivatives and the second-order mixed derivatives on boundaries. Several test problems are applied to show that the present BCD schemes are more accurate than those in the literature.

Keywords

• 3D elliptic equation
• Mixed derivative
• Variable coefficients
• BCD scheme
• High-order accuracy