Analytical Solution of the Hermite Collocation Discretization of the Steady-state Convection-diffusion Equation

Abstract

We give herein analytical formulas for the Hermite collocation solution of the steady-state convection-di usion equation with constant coeÆcients de ned on a uniform mesh in one spatial dimension. Both Dirichlet and Neumann boundary conditions are considered. Analysis is provided which compares the discrete collocation solution to the continuous solution. Unlike the solution obtained via the central di erence discretization, the collocation solution is proven to be oscillation free, irrespective of the value of the P eclet number. For modest P eclet numbers, the collocation solution is shown to provide an excellent approximation to the solution of the continuous problem.

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Cite this paper

@inproceedings{BrillAnalyticalSO, title={Analytical Solution of the Hermite Collocation Discretization of the Steady-state Convection-diffusion Equation}, author={Stephen H. Brill} }