High‐order finite volume schemes for the advection–diffusion equation

Abstract

AbstractA high‐order finite volume method based on piecewise interpolant polynomials is proposed to discretize spatially the one‐dimensional and two‐dimensional advection–diffusion equation. Evolution equations for the mean values of each control volume are integrated in time by a classical fourth‐order Runge–Kutta. Since our work focuses on the behaviour of the spatial discretization, the time step is chosen small enough to neglect the time integration error.Two‐dimensional interpolants are built by means of one‐dimensional interpolants. It is shown that when the degree of the one‐dimensional interpolant q is odd, the proper selection of a fixed stencil gives rise to centred schemes of order q+1. In order not to lose precision due to the change of stencil near boundaries, the degree of the interpolants close to boundaries is raised to q+1. Four test cases with small values of diffusion are integrated with high‐order methods. It is shown that the spatial discretization of the advection–diffusion equation with periodic boundary conditions leads to normal discretization matrices, and asymptotic stability must be assured to bound the spatial discretization error. Once the asymptotic stability is assured by means of the spectra of the discretization matrix, the spatial error is of the order of the truncation error. However, it is shown that the discretization of the advection–diffusion equation with arbitrary boundary conditions gives rise to non‐normal matrices. If asymptotic stability is assured, the spatial order of steady solutions is of the order of the truncation error. But, for transient processes, the order of the spatial error is determined by both the truncation error and the norm of the exponential matrix of the spatial discretization. The use of the pseudospectra of the discretization matrix is proposed as a valuable tool to analyse the transient error of the numerical solution. Copyright © 2001 John Wiley & Sons, Ltd.