A higher-order blended compact difference (BCD) method for solving the general 2D linear second-order partial differential equation

Abstract

Abstract A higher-order blended compact difference (BCD) scheme is proposed to solve the general two-dimensional (2D) linear second-order partial differential equation. The distinguishing feature of the present method is that methodologies of explicit compact difference and implicit compact difference are blended together. Sixth-order accuracy approximations for the first- and second-order derivatives are employed, and the original equation is also discretized based on a 9-point stencil, which is different from the work of Lee et al. (J. Comput. Appl. Math. 264:23–37, 2014). A truncation error analysis is performed to show that the scheme is of sixth-order accuracy for the interior grid points. Simultaneously, sixth-order accuracy schemes are proposed to compute the grid points on the boundaries for the first- and second-order derivatives. Numerical experiments are conducted to demonstrate the accuracy and efficiency of the present method.

Keywords

• BCD scheme
• Two-dimensional linear partial differential equation
• Mixed derivative
• Finite-difference method
• Higher-order accuracy