Journal of Applied Mathematics
Volume 2013 (2013), Article ID 734374, 14 pages
http://dx.doi.org/10.1155/2013/734374
Research Article

Numerical Solution of the 1D Advection-Diffusion Equation Using Standard and Nonstandard Finite Difference Schemes

Department of Mathematics and Applied Mathematics, University of Pretoria, Pretoria 0002, South Africa

Received 9 October 2012; Accepted 9 January 2013

Academic Editor: Oluwole Daniel Makinde

Copyright © 2013 A. R. Appadu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

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, and a nonstandard finite difference scheme (Mickens 1991). We solve a 1D 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 and , respectively, for which the Reynolds number is 2 or 4. Some errors are computed, namely, the error rate with respect to the 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 1D advection-diffusion equation at some values of and . Two optimisation techniques are then implemented to find the optimal values of when for the Lax-Wendroff and NSFD schemes, and this is validated by numerical experiments.