Higher-order numerical methods derived from three-point polynomial interpolation

Abstract

Higher-order collocation procedures resulting in tridiagonal matrix systems are derived from polynomial spline interpolation and Hermitian finite-difference discretization. The equations generally apply for both uniform and variable meshes. Hybrid schemes resulting from different polynomial approximations for first and second derivatives lead to the nonuniform mesh extension of the so-called compact or Pade difference techniques. A variety of fourth-order methods are described and this concept is extended to sixth-order. Solutions with these procedures are presented for the similar and non-similar boundary layer equations with and without mass transfer, the Burgers equation, and the incompressible viscous flow in a driven cavity. Finally, the interpolation procedure is used to derive higher-order temporal integration schemes and results are shown for the diffusion equation.