Accuracy, robustness and efficiency comparison in iterative computation of convection diffusion equation with boundary layers
boundary layerconvection-diffusion equationsfinite difference schemesgrid strechingmultigrid methodmultilevel preconditioner
Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for boundary value problems involving PDEs (65N06) Error bounds for boundary value problems involving PDEs (65N15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)
Nine-point fourth order finite difference schemes, central difference schemes and upwind schemes are compared for solving two-dimensional convection-diffusion equations with boundary layers. A grid transformation technique maps the nonuniform grid to a uniform one, on which the difference schemes are applied. A multigrid method and multilevel preconditioning are used to solve the resulting sparse linear system. This article compares the relative advantages and disadvantages of these schemes, when a nonuniform discretization mesh is used to resolve the boundary layers. Also the relative robustness and efficiency of the classical multigrid method and the multilevel preconditioning technique is compared. This article is intended as an evaluation of these three finite difference methods for an accurate and efficient computation of convection-diffusion equations with boundary layers. As a result the authors claim that the most accurate results are obtained with the fourth order finite difference scheme, when the mesh is stretched properly and the BILUM preconditioning technique is used. However, if the solution is not smooth enough, this scheme exhibits problems and the two other methods can be more suitable.
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