Numerical solution of the 1D advection-diffusion equation using standard and non-standard finite difference schemes

Abstract

In this work, three numerical methods have been used to solve the one-dimensional advection-diffusion equation with constant coefficients. This partial differential equation is dissipative but not dispersive. We consider the Lax-Wendroff scheme which is explicit, the Crank-Nicolson scheme which is implicit as well as a Non-Standard Finite Difference scheme [14]. We solve a 1-D numerical experiment with specified initial and boundary conditions, for which the exact solution is known using all these three schemes using some different values for the space and time step sizes denoted by h and k respectively for which the Reynolds number is 2 or 4. Some errors are computed namely, the error rate with respect to the L1 norm, dispersion and dissipation errors. We have both dissipative and dispersive errors and this indicates that the methods generate artificial dispersion though the partial differential considered is not dispersive. It is seen that the Lax-Wendroff and NSFD are quite good methods to approximate the 1-D advection-diffusion equation at some values of k and h. Two optimisation techniques are then implemented to find the optimal values of k when h = 0.02 for the Lax-Wendroff and NSFD schemes and this is validated by numerical experiments.