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arXiv · 2502.04142

Numerical moment stabilization of central difference approximations for linear stationary reaction-convection-diffusion equations with applications to stationary Hamilton-Jacobi equations

T. Lewis·X. Xue
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Abstract

Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term called a numerical moment. The focus is on convection-dominated equations, and the formulation for the method is motivated by various results for fully nonlinear problems. The method features higher-order local truncation errors than monotone methods consistent with the use of the central difference approximation for the gradient. Stability and rates of convergence are derived in the $\ell^2$ norm for the constant-coefficient case. Numerical tests are provided to compare the new methods to monotone methods. The methods are also tested for stationary Hamilton-Jacobi equations where they demonstrate higher rates of convergence than the Lax-Friedrich's method when the underlying viscosity solution is smooth and comparable performance when the underlying viscosity solution is not smooth.

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T. Lewis, X. Xue. 2025-02-06. Numerical moment stabilization of central difference approximations for linear stationary reaction-convection-diffusion equations with applications to stationary Hamilton-Jacobi equations. https://arxiv.org/abs/2502.04142

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