Derivation of strictly stable high order difference approximations for variable-coefficient PDE
convection diffusion equationerror boundsGalerkin finite element methodshigh order finite difference methodinitial boundary value problemsmass lumpingNavier-Stokes equationsnumerical examplesstrict stabilityvariable coefficients
Initial-boundary value problems for second-order parabolic equations (35K20) Navier-Stokes equations (35Q30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
A new way of deriving strictly stable high order difference operators for partial differential equations (PDE) is demonstrated for the 1D convection diffusion equation with variable coefficients. The derivation is based on a diffusion term in conservative, i.e. self-adjoint, form. Fourth-order accurate difference operators are constructed by mass lumping Galerkin finite element methods so that an explicit method is achieved. The analysis of the operators is confirmed by numerical tests. The operators can be extended to multi dimensions, as we demonstrate for a 2D example. The discretizations are also relevant for the Navier-Stokes equations and other initial boundary value problems that involve up to second derivatives with variable coefficients.
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