Optimal convergence rate of the explicit Euler method for convection-diffusion equations II: high dimensional cases

05/12/2022
by   Qifeng Zhang, et al.
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This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. 131 (2022) 108048] which focuses on high-dimensional linear/nonlinear cases under Dirichlet or Neumann boundary conditions. Several new corrected difference schemes are proposed based on the explicit Euler discretization in temporal derivative and central difference discretization in spatial derivatives. The priori estimate of the corrected scheme with application to constant convection coefficients is provided at length by the maximum principle and the optimal convergence rate four is proved when the step ratios along each direction equal to 1/6. The corrected difference schemes have essentially improved CFL condition and the numerical accuracy comparing with the classical difference schemes. Numerical examples involving two-/three-dimensional linear/nonlinear problems under Dirichlet/Neumann boundary conditions such as the Fisher equation, the Chafee-Infante equation, the Burgers' equation and classification to name a few substantiate the good properties claimed for the corrected difference scheme.

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