Abstract:

Compact difference scheme are constructed by means of Padé approximation method, Richardson extrapolation technique and two-grid algorithm combined with compact finite difference scheme for linear convection-diffusion problems. Realization of the scheme,analysis of stability and error estimated are presented. Finally, numerical examples are presented to clarify the method.

Key words: compact difference scheme; Richardson extrapolation technique; twogrid algorighm; Padé  approximation