In this paper, an efficient and high-order accuracy finite difference method is proposed for solving multidimensional nonlinear Burgers' equation. The third-order three stage Runge-Kutta total variation diminishing (TVD) scheme is employed for the time discretization, and the three-point combined compact difference (CCD) scheme is used for spatial discretization. Our method is third-order accurate in time and sixth-order accurate in space. The CCD-TVD method treats the nonlinear term explicitly thus it is very efficient and easy to implement. In addition, we prove the unique solvability of the CCD system under non-periodic boundary conditions. Numerical experiments including both two-dimensional and three-dimensional problems have been conducted to demonstrate the high efficiency and accuracy of the proposed method.
In this paper, we propose an efficient extrapolation cascadic multigrid (EXCMG) method combined with 25-point difference approximation to solve the three-dimensional biharmonic equation. First, through applying Richardson extrapolation and quadratic interpolation on numerical solutions on current and previous grids, a third-order approximation to the finite difference solution can be obtained and used as the iterative initial guess on the next finer grid. Then we adopt the bi-conjugate gradient (Bi-CG) method to solve the large linear system resulting from the 25-point difference approximation. In addition, an extrapolation method based on midpoint extrapolation formula is used to achieve higher-order accuracy on the entire finest grid. Finally, some numerical experiments are performed to show that the EXCMG method is an efficient solver for the 3D biharmonic equation.
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