A perturbational \(h^ 4\) exponential finite difference scheme for the convective diffusion equation (Q1208852)

The paper deals with finite difference schemes for the two-dimensional (and corresponding one- and three-dimensional) steady convective diffusion equation \(2A\Phi_ x+2B\Phi_ y=\Phi_{xx}+ \Phi_{yy}+S\), where the source function \(S\) and the convective (upwind) coefficients \(A\), \(B\) are known functions of \(x\), \(y\). The upwind is taken care of by applying an exponential scheme, which in turn is evaluated up to second order to obtain the \(h^ 4\)-accuracy. Some numerical examples, also involving natural boundary conditions are discussed. The method is particularly compared to those of \textit{S. C. R. Dennis} and \textit{J. D. Hudson} [J. Comput. Phys. 85, No. 2, 390-416 (1989; Zbl 0681.76031)].