Abstract
In this paper a family of fourth-order and sixth-order compact difference schemes for the three dimensional (3D) linear Poisson equation are derived in detail. By using finite volume (FV) method for derivation, the highest-order compact schemes based on two different types of dual partitions are obtained. Moreover, a new fourth-order compact scheme is gained and numerical experiments show the new scheme is much better than other known fourth-order schemes. The outline for the nonlinear problems are also given. Numerical experiments are conducted to verify the feasibility of this new method and the high accuracy of these fourth-order and sixth-order compact difference scheme.








Similar content being viewed by others
References
Allen, S.M., Cahn, J.W.: A microscopic theory for antiphase boundary motion and its application to antiphase domain coarsening. Acta Metall. 27, 1085–1095 (1979)
Ananthakrishnaiah, U., Monahar, R., Stephenson, J.W.: Fourth-order finite difference methods for three-dimensional general linear elliptic problems with variable coefficients. Numer. Methods Partial Differ. Equ. 3, 229–240 (1987)
Balakrishnan, K., Ramachandran, P.A.: Osculatory interpolation in the method of fundamental solution for nonlinear Poisson problems. J. Comput. Phys. 172, 1–18 (2001)
Bouchon, F., Peichl, G.H.: A second-order immersed interface technique for an elliptic Neumann problem. Numer. Methods Partial Differ. Equ. 23, 400–420 (2007)
Dumett, M.A., Keener, J.P.: An immersed interface method for anisotropic elliptic problems on irregular domains in 2D. Numer. Methods Partial Differ. Equ. 21(2), 397–420 (2005)
Dumett, M.A., Keener, J.P.: An immersed interface method for solving anisotropic elliptic boundary value problems in three dimensions. SIAM J. Sci. Comput. 25(1), 348–367 (2003)
Furihata, D.: A stable and conservative finite difference scheme for the Cahn-Hilliard equation. Numer. Math. 87, 675–699 (2001)
Feng, X.L., He, Y.N.: High order iterative methods without derivatives for solving nonlinear equations. Appl. Math. Comput. 186(2), 1617–1623 (2007)
Feng, X.L., Li, R.F., He, Y.N., Liu, D.M.: P 1-Nonconforming quadrilateral finite volume methods for the semilinear elliptic equations. J. Sci. Comput. doi:10.1007/s10915-011-9557-4
Feng, X.B., Prohl, A.: Numerical analysis of the Allen-Cahn equation and approximation for mean curvature flows. Numer. Math. 94, 33–65 (2003)
Ge, L.X., Zhang, J.: Symbolic computation of high order compact difference schemes for three dimensional linear elliptic partial differential equations with variable coefficients. J. Comput. Appl. Math. 143(1), 9–27 (2002)
Gupta, M.M., Zhang, J.: High accuracy multigrid solution of the 3D convection-diffusion equation. Appl. Math. Comput. 113, 249–274 (2000)
Ge, Y.B., Tian, Z.F., Ma, H.L.: A high accuracy multigrid method for the three-dimensional Poission equation. Appl. Math. 19(2), 313–318 (2006)
Jomma, Z., Macaskill, C.: The Shortley-Weller embedded finite-difference method for the 3D Poission equation with mixed boundary conditions. J. Comput. Phys. 229, 3675–3690 (2010)
Kwon, Y., Stephenson, J.W.: Single cell finite difference approximations for Poisson’s equation in three variables. Appl. Math. Notes 2, 13 (1982)
Kyei, Y., Roop, J.P., Tang, G.Q.: A family of sixth-order compact finite-difference schemes for the three-dimensional Poisson equation. Adv. Numer. Anal. 1–18 (2010)
Lu, J.P., Guan, Z.: Numerical Solution of Partial Differential Equations. Tsinghua University Press, Beijing (1987) (in Chinese)
Li, M., Fornberg, B., Tang, T.: A compact fourth order finite difference scheme for the steady incompressible Navier-Stokes equations. Int. J. Numer. Methods Fluids 20, 1137–1151 (1995)
Li, M., Tang, T.: A compact fourth-order finite difference scheme for unsteady viscous incompressible flows. J. Sci. Comput. 16, 29–46 (2001)
Li, Q.Y., Wang, N.C., Ri, D.Y.: Numerical Analysis. Tsinghua University Press, Beijing (2001) (in Chinese)
LeVeque, R.J., Li, Z.: The immersed interface method for elliptic equations with discontinuous coefficients and singular sources. SIAM J. Numer. Anal. 31, 1019–1044 (1994)
Lele, S.K.: Compact finite difference schemes with spectral-like resolution. J. Comput. Phys. 103, 16–42 (1992)
Liu, X., Fedkiw, R., Kang, M.: A boundary condition capturing method for Poisson’s equation on irregular domains. J. Comput. Phys. 160, 151–178 (2000)
Manohar, R., Stephenson, J.W.: High order difference schemes for linear partial differential equations. SIAM J. Sci. Stat. Comput. 5(1), 69–77 (1984)
Ma, Y.Z., Ge, Y.B.: A high order finite difference method with Richardson extrapolation for 3D convection diffusion equation. Appl. Math. Comput. 215, 3408–3417 (2010)
Peichl, G.H.: An immersed interface technique for mixed boundary value problems. In: Proceedings of the SEAMS-GMU Conference, Yogyakarta, pp. 14–23 (2003)
Ramière, I., Angot, P., Belliard, M.: A fictitious domain approach with spread interface for elliptic problems with general boundary conditions. Comput. Methods Appl. Mech. Eng. 196, 766–781 (2007)
Strikwerda, J.C.: Finite Difference Schemes and Partial Differential Equations. Wadsworth & Brooks-Cole Advanced Books & Software, Pacific Grove (1989)
Sakurai, K., Aoki, T., Lee, W.H., Kato, K.: Poisson equations solver with fourth-order accuracy by using interpolated differential operator scheme. Comput. Math. Appl. 43, 621–630 (2002)
Spotz, W.F., Carey, G.F.: High-order compact scheme for the steady stream-function vorticity equations. Int. J. Numer. Methods Biomed. Eng. 38, 3497–3512 (1995)
Spotz, W.F.: High-order compact finite difference schemes for computational mechanics. Ph.D. Thesis, University of Texas at Austin, Austin, TX (1995)
Spotz, W.F., Carey, G.F.: A high-order compact formulation for the 3D Poisson equation. Numer. Methods Partial Differ. Equ. 12, 235–243 (1996)
Trottenberg, U., Oosterlee, C., Schüller, A.: Multigrid. Academic Press, San Diego (2001)
Wang, J., Zhong, W.J., Zhang, J.: A general meshsize fourth-order compact difference discretization scheme for 3D Poission equation. Appl. Math. Comput. 183, 804–812 (2006)
Wang, K., Feng, X.L.: New predictor-corrector methods of second-order for solving nonlinear equations. Int. J. Comput. Math. 88(2), 296–313 (2011)
Xu, C.F.: A new numerical method for solving dinite element equations-Iteration in subspace in successive levels. J. Huazhong Univ. of Scf. & Tech. 105–112 (1985)
Xu, C.F.: Numerical Solution of Practical Partial Differential Equations. Huazhong University of Science & Technology Press, Hubei (2003)
Zhai, S.Y., Feng, X.L., He, Y.N.: A new method to deduce high-order compact difference schemes for the two dimensional elliptic equations. Preprint
Zhai, S.Y., Feng, X.L., Liu, D.M.: A new family of high-order compact difference schemes for the three dimensional convection-diffusion equation with variable coefficients. Preprint
Acknowledgements
The authors are very thankful to the anonymous referee who meticulously read through the paper, made many helpful discussions and corrections of the English and typesetting mistakes. The second author gratefully acknowledge the financial support from Hong Kong Scholars Program. This work is in part supported by the NSF of China (Nos. 61163027, 10971166, 10901131), the National High Technology Research and Development Program of China (863 Program, No. 2009AA01A135), the China Postdoctoral Science Foundation (Nos. 201104702, 2012M512056), the Key Project of Chinese Ministry of Education (No. 212197), the NSF of Xinjiang Province (No. 2010211B04) and the Excellent Doctor Innovation Program of Xinjiang University.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Zhai, S., Feng, X. & He, Y. A Family of Fourth-Order and Sixth-Order Compact Difference Schemes for the Three-Dimensional Poisson Equation. J Sci Comput 54, 97–120 (2013). https://doi.org/10.1007/s10915-012-9607-6
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-012-9607-6