Accurate derivatives approximations and applications to some elliptic PDEs using HOC methods

Abstract

For many application problems that are modeled by partial differential equations (PDEs), not only it is important to obtain accurate approximations to the solutions, but also accurate approximations to the derivatives of the solutions. In this study, some new high order compact (HOC) finite difference schemes are derived to approximate the first and second derivatives of the solution to some elliptic PDEs using the numerical solution obtained from a HOC scheme applied to the same PDE. Convergence analysis for the computed derivatives is also presented to show that the order of the convergence is the same as that of the solution. The new HOC schemes for computing partial derivatives at both interior and boundary grid points take into account of the partial differential equations including the source term and/or the boundary conditions (Dirichlet, Neumann, or Robin). Fourth order accurate compact finite difference formulas with pre-computed coefficients and weights are developed for Poisson/Helmholtz PDEs, and code generated coefficients for diffusion-advection equations with constant coefficients. One important application is a new fourth-order compact scheme for solving incompressible Stokes equations with periodic boundary conditions.