Fourth‐order exponential finite difference methods for boundary value problems of convective diffusion type

Abstract

Abstract Methods based on exponential finite difference approximations of h 4 accuracy are developed to solve one and two‐dimensional convection–diffusion type differential equations with constant and variable convection coefficients. In the one‐dimensional case, the numerical scheme developed uses three points. For the two‐dimensional case, even though nine points are used, the successive line overrelaxation approach with alternating direction implicit procedure enables us to deal with tri‐diagonal systems. The methods are applied on a number of linear and non‐linear problems, mostly with large first derivative terms, in particular, fluid flow problems with boundary layers. Better accuracy is obtained in all the problems, compared with the available results in the literature. Application of an exponential scheme with a non‐uniform mesh is also illustrated. The h 4 accuracy of the schemes is also computationally demonstrated. Copyright © 2001 John Wiley & Sons, Ltd.