Analysis of stationary iterative methods for the discrete convection--diffusion equation with a 9-point compact scheme (Q1811677)

The Dirichlet problem on the unit square for the convection-diffusion equation with two constant coefficients is approximated by the 9-point difference scheme of order \(O(h^4)\) on the standard square grid. The authors are interested in several simple iterative methods (like point and line Jakobi and successive overrelaxation methods) for the corresponding difference systems with two parameters. They present analytic bounds for the spectral radius of the reduction error matrix and pay special attention to the role of the two original parameters in the scheme. Numerical examples are given for \(h= 1/(32), 1/(64)\) and different approximations.