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A two-weight scheme for a time-dependent advection-diffusion problem

Chadha, Naresh M.
Madden, Niall
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http://www.springerlink.com/content/978-3-642-19665-2#section=894582&page=7&locus=57
http://hdl.handle.net/10379/2688
https://doi.org/10.13025/15314
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2011
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Article
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Naresh M. Chadha and Niall Madden (2011) 'A two-weight scheme for a time-dependent advection-diffusion problem'. Lecture Notes In Computational Science And Engineering, 85 :99-108.
Abstract
We consider a family of two-weight finite difference schemes for a time-dependent advection-diffusion problem. For a given uniform grid-spacing in time and space, and for a fixed value of advection and diffusion parameters, we demonstrate how to optimally choose these weights by means of the notion of an equivalent differential equation. We also provide a geometric interpretation of the weights. We present numerical results that demonstrate that the approach is superior to other commonly used methods that also fit into the framework of a two-weight scheme.
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Attribution-NonCommercial-NoDerivs 3.0 Ireland