A Comparison of Recent Methods for Solving a Model 1D Convection Diffusion Equation

In this paper we study some numerical methods to solve a model one-dimensional convection–diffusion equation. The semi-discretisation of the space variable results into a system of ordinary differential equations and the solution of the latter involves the evaluation of a matrix exponent. Since the calculation of this term is computationally expensive, we study some methods based on Krylov subspace and on Restrictive Taylor series approximation respectively. We also consider the Chebyshev Pseudospectral collocation method to do the spatial discretisation and we present the numerical solution obtained by these methods.





References:
[1] F.S.V. Bazan, "Chebyshev pseudospectral method for computing
numerical solution of convection-diffusion equation", Applied
Mathematics and Computation, 200, 2008, 537-546.
[2] Chi-Tsong Chen, Linear System Theory and Design, third ed., Oxford
University Press, New York, 1999.
[3] M.K. Jain, Numerical solution of differential equations, Wiley Eastern
Limited, 1991.
[4] H.N.A. Ismail & E.M.E. Elbarbary, "Restrictive Taylor-s approximation
and parabolic partial differential equations", International Journal of
Computer Mathematics, 78, 2001, 73-82.
[5] H. N. A. Ismail, E.M. E. Elbarbary, & G.S.E. Salem, "Restrictive
Taylor's approximation for solving convection-diffusion equation",
Applied Mathematics and Computation, 147, 2004, 355-363.
[6] D. K. Salkuyeh, "On the finite difference approximation to the
convection-diffusion equation", Applied Mathematics and Computation,
179, 2006, 79-86
[7] G.D. Smith, Numerical solution of partial differential equations (finite
difference methods), Oxford University Press, Oxford, 1990.