High-order three-point schemes for boundary value problems. II: Nonlinear problems (Q1115158)

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.