High-order three-point schemes for boundary value problems. II: Nonlinear problems

DOI10.1016/0377-0427(86)90218-9MaRDI QIDQ1115158zbMATH OpenOpenAlexFDO

Authors Avi Lin

Publication date 1986

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(86)90218-9

zbMATH Keywords

convection-diffusion-equationconvergence ratehigh-order three point upwind methodnonlinear boundary value problemsunconditional stability

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Finite difference methods for boundary value problems involving PDEs (65N06) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Review text

A method for solving nonlinear boundary value problems of the convection- diffusion type is given. The method is suitable for small values of the mesh diffusion coefficient. The proposed technique is a high-order three point upwind method. It can be formulated to have 2nd, 4th or higher order accuracy and is unconditionally stable. Its convergence rate remains relatively fast even for very nonlinear problems. The method requires more preparatory work before programming than the usual techniques.

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Cites work

• A diagonally dominant second-order accurate implicit scheme
• A modified continuation method for the numerical solution of nonlinear two-point boundary value problems by shooting techniques
• A Modified Upwind Scheme for Convective Transport Equations and the Use of a Conjugate Gradient Method for the Solution of Non-Symmetric Systems of Equations
• Aspects of Numerical Methods for Elliptic Singular Perturbation Problems
• Differencing scheme for a differential equation with a small parameter affecting the highest derivative
• scientific article; zbMATH DE number 3269388 (Why is no real title available?)
• scientific article; zbMATH DE number 3274421 (Why is no real title available?)
• On a Differential Equation of Boundary Layer Type
• On Non‐Linear Ordinary Differential Equations of Boundary Layer Type
• On the structure and use of linearized block implicit schemes

Cited in

(1)

• High-Order Three Point Schemes for Boundary Value Problems I. Linear Problems

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