Applications of High-Order Compact Finite Difference Scheme to Nonlinear Goursat Problems
Several numerical schemes utilizing central difference
approximations have been developed to solve the Goursat problem.
However, in a recent years compact discretization methods which
leads to high-order finite difference schemes have been used since it
is capable of achieving better accuracy as well as preserving certain
features of the equation e.g. linearity. The basic idea of the new
scheme is to find the compact approximations to the derivative terms
by differentiating centrally the governing equations. Our primary
interest is to study the performance of the new scheme when applied
to two Goursat partial differential equations against the traditional
finite difference scheme.