Fourth-Order Difference Methods for Hyperbolic IBVPs

Abstract

In this paper we consider fourth-order difference approximations of initial-boundary value problems for hyperbolic partial differential equations. We use the method of lines approach with both explicit and compact implicit difference operators in space. The explicit operator satisfies an energy estimate leading to strict stability. For the implicit operator we develop boundary conditions and give a complete proof of strong stability using the Laplace transform technique. We also present numerical experiments for the linear advection equation and Burgers' equation with discontinuities in the solution or in its derivative. The first equation is used for modeling contact discontinuities in fluid dynamics; the second one is used for modeling shocks and rarefaction waves. The time discretization is done with a third-order Runge-Kutta TVD method. For solutions with discontinuities in the solution itself we add a filter based on second-order viscosity. In case of the non-linear Burgers' equation we use a flux splitting technique that results in an energy estimate for certain difference approximations, in which case also an entropy condition is fulfilled. In particular we shall demonstrate that the unsplit conservative form produces a non-physical shock instead of the physically correct rarefaction wave. In the numerical experiments we compare our fourth-order methods with a standard second-order one and with a third-order TVD method. The results show that the fourth-order methods are the only ones that give good results for all the considered test problems.