Exponential difference schemes for solving boundary-value problems for convection-diffusion type equations

Abstract

The paper considers the numerical solution of boundary-value problems for multidimensional convection-diffusion type equations (CDEs). Such equations are useful for various physical processes in solids, liquids and gases. A new approach to the spatial approximation for such equations is proposed. This approach is based on an integral transformation of second-order one-dimensional differential operators. A linear version of CDE was chosen for simplicity of the analysis. In this setting, exponential difference schemes were constructed, algorithms for their implementation were developed, a brief analysis of the stability and convergence was made. This approach was numerically tested for a two-dimensional problem of motion of metallic particles in water flow subject to a constant magnetic field.