Technical note: A fourth-order finite difference scheme for a system of a 2D nonlinear elliptic partial differential equations (Q4529155)

The author presents a 13-point fourth-order difference scheme for systems of \(M\) second-order quasi-linear elliptic partial differential equations \[ A(x,y){\mathbf u}_{xx}+2B(x,y){\mathbf u}_{xy}+C(x,y){\mathbf u}_{yy}={\mathbf f}(x,y,{\mathbf u},{\mathbf u}_x, {\mathbf u}_y) \] on a square region of \({\mathbb{R}^2}\) with uniform mesh size \(h\) and Dirichlet boundary conditions. The matrices \(A\), \(B\), and \(C\) of the system are assumed to be simultaneously diagonalizable. The numerical scheme is derived by means of the local solution on a single stencil and the resulting algebraic equations can be solved by iterative methods. The difference scheme can be easily modified when the central point of the stencil is at a distance \(h\) form the boundary. Computational results demonstrate the performance of the scheme on three problems, including the Navier--Stokes equations for a basic 2D steady-state viscous incompressible flow with zero boundary conditions and Reynolds number Re = 1, 500, 4000, and 4650. The numerical procedure fails for Re \(> 4650\).