The operator compact implicit method for parabolic equations

Abstract

This paper attempts to trace out the broad characteristics of a class of higher order finite difference schemes which are applicable to the solution of parabolic partial differential equations associated with viscous fluid flow problems. The basic method developed here uses the approach of the compact implicit techniques applied to the full spatial operator. The resulting spatial approximation, referred to here as the operator compact implicit method can be implemented with a variety of temporal integration schemes. In particular, a simple factorization technique is employed to resolve higher space dimension problems in terms of simple tridiagonal systems. The operator compact implicit method is compared to standard techniques and to some of the newer compact implicit methods. Stability characteristics, computational efficiency and the results of numerical experiments are discussed.