Download or read book Compact Finite Difference Schemes for Mixed Initial-boundary Value Problems written by Richard B. Philips and published by . This book was released on 1981 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This paper discusses a class of compact second order accurate finite difference equations for mixed initial-boundary value problems for hyperbolic and convective-diffusion equations. Convergence is proved by means of an energy argument and both types of equations are solved by similar algorithms. For hyperbolic equations an extension of the Lax-Wendroff method is described which incorporates dissipative boundary conditions. Upwind-downwind differencing techniques arise as the formal hyperbolic limit of the convective-diffusion equation. Finally, a finite difference 'chain-rule' transforms the schemes from rectangular to quadrilateral subdomains" -- abstract.