A modified-upwind with block-centred finite difference scheme based on the two-grid algorithm for convection-diffusion-reaction equations

Abstract

ABSTRACT A modified-upwind with block-centred finite difference scheme on the basis of the two-grid algorithm is presented for the convection-diffusion-reaction equations. This scheme can keep second-order accuracy in spatial mesh sizes for both state variables and fluxes in the convection–diffusion–reaction problem. Moreover, the two-grid algorithm is constructed in order to solve semilinear convection-dominated problems efficiently, in which the main idea is to settle an original semilinear equation on the coarse space, and next to settle a linearized equation on the fine space. The error estimate of the method proposed in this paper is given through theoretical analysis. It is indicated that the two-grid algorithm can achieve asymptotically optimal approximation as long as the mesh sizes satisfy . Thus, solving such a large-scale nonlinear problem is as easy as linearized problems. Besides, there are some numerical experiments to corroborate in practice that the algorithm is effective and robust to solve convection–diffusion–reaction problems.