Development of a sixth-order two-dimensional convection–diffusion scheme via Cole–Hopf transformation

In this paper, we develop a two-dimensional finite-difference scheme for solving the time-dependent convection–diffusion equation. The numerical method exploits Cole–Hopf equation to transform the nonlinear scalar transport equation into the linear heat conduction equation. Within the semi-discretiz...

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Bibliographic Details
Published in:Computer methods in applied mechanics and engineering 2002-04, Vol.191 (27), p.2979-2995
Main Authors: Sheu, Tony W.H., Chen, C.F., Hsieh, L.W.
Format: Article
Language:English
Subjects:
Cole–Hopf equation
Convection–diffusion equation
Inhomogeneous Helmholtz equation
Nonlinear
Two dimensional
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Summary:In this paper, we develop a two-dimensional finite-difference scheme for solving the time-dependent convection–diffusion equation. The numerical method exploits Cole–Hopf equation to transform the nonlinear scalar transport equation into the linear heat conduction equation. Within the semi-discretization context, the time derivative term in the transformed parabolic equation is approximated by a second-order accurate time-stepping scheme, resulting in an inhomogeneous Helmholtz equation. We apply the alternating direction implicit scheme of Polezhaev to solve the Helmholtz equation. As the key to success in the present simulation, we develop a Helmholtz scheme with sixth-order spatial accuracy. As is standard practice, we validated the code against test problems which were amenable to exact solutions. Results show excellent agreement for the one-dimensional test problems and good agreement with the analytical solution for the two-dimensional problem.
ISSN:0045-7825
1879-2138
DOI:10.1016/S0045-7825(02)00220-7