A fast solvable operator-splitting scheme for time-dependent advection diffusion equation

Abstract

It is well known that the implicit central difference discretization for unsteady advection diffusion equation (ADE) suffers from being time-consuming to solve when the advection term dominates. In this paper, we propose an operator-splitting scheme for the unsteady ADE, in which the ADE is firstly discretized by Crank-Nicolson (CN) scheme in time and central difference scheme in space; and then the discrete advection-diffusion problem is split as advection sub-problem and diffusion sub-problem at each time-level. The significance of the new scheme is that these sub-problems can be fast and directly solved within a linearithmic complexity (a linear-times-logarithm complexity) by means of fast sine transforms (FSTs). In particular, the complexity is independent of the dominance of the advection term. Theoretically, we show that proposed scheme is unconditionally stable and of second-order convergence in time and space. Numerical results are reported to show the efficiency of the proposed scheme.