Preconditioned iterative methods and finite difference schemes for convection-diffusion

We conduct experimental study on numerical solution of the two dimensional convection-diffusion equation discretized by three finite difference schemes: the traditional central difference scheme, the standard upwind scheme and the fourth-order compact scheme. We study the computed accuracy achievable by each scheme, the algebraic properties of the coefficient matrices arising from different schemes and the performance of the Gauss-Seidel iterative method, the preconditioned GMRES iterative method, and the multigrid method, for solving linear systems arising from these schemes.

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