A comparison of higher-order compact finite difference schemes through burgers' equation

Two higher-order compact finite difference approaches, the Hermitian and the Lax-Wendroff are examined by applying them to the viscous Burgers' equation. The difference equations obtained by the two methods were integrated in time through the third-order Strong-Stability-Preserving Runge-Kutta scheme. Absolute errors are computed by using an exact solution. The results are also compared with a second order central difference scheme. The Hermitian approach is far easier to implement. On uniform grids the Lax-Wendroff scheme produces smaller errors during the initial stages, but both methods are equally good for larger durations of integration. The convergence rate of the Hermitian scheme is slightly higher than the Lax-Wendroff scheme although both are of fourth order. Both schemes are unstable beyond a certain step size in time and space. When numerical boundary conditions are imposed, second-order conditions produce the best results whereas linear extrapolation proved to be the worst. It was also observed that large domains were required to implement the numerical boundary conditions properly. There was no detrimental effect on the accuracy of the results obtained through either of the two schemes when the size of the domain was greatly increased. Both schemes showed remarkable improvement in accuracy when clustered grids were employed. However much smaller time steps are required for stable solutions.