Compact schemes for variable coefficient convection-diffusion equations

Abstract

Fourth order accurate compact schemes for variable coefficient convection-diffusion equations are considered. A sufficient condition for stability of the schemes have been derived using a difference equation based approach. The constant coefficient problems are considered as a special case, and the unconditional stability of compact schemes for such case is proved theoretically. The condition number of the amplification matrix is also analysed, and an estimate for the same is derived. In order to verify the derived conditions numerically, MATLAB codes are provided in Appendix of the manuscript. An example is provided to support the assumption taken to assure stability