High-order compact boundary value method for the solution of unsteady convection-diffusion problems

In this paper, we propose a new class of high-order accurate methods for solving the two-dimensional unsteady convection-diffusion equation. These techniques are based on the method of lines approach. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives and a boundary value method of fourth order for the time integration of the resulted linear system of ordinary differential equations. The proposed method has fourth-order accuracy in both space and time variables. Also this method is unconditionally stable due to the favorable stability property of boundary value methods. Numerical results obtained from solving several problems include problems encounter in many transport phenomena, problems with Gaussian pulse initial condition and problems with sharp discontinuity near the boundary, show that the compact finite difference approximation of fourth order and a boundary value method of fourth order give an efficient algorithm for solving such problems. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.