Characteristics method using cubic-spline interpolation for advection-diffusion equation

Abstract

The characteristics method by using the cubic-spline interpolation is comparable to the Holly-Preissmann scheme in solving the advection portion of the advection-diffusion equation. In order to conduct a cubic-spline interpolation, an additional constraint must be specified at each endpoint. In general, four types of endpoint constraints are available, i.e., the first derivative, second derivative, quadratic, and not-a-knot constraints. The goal of this paper is to examine each type of endpoint constraints. Two hypothetical cases are used to conduct the investigation. Among the four types of constraints examined herein, the not-a-knot constraint and the first derivative constraint with high-order finite difference approximation yield the best results. However, as far as accuracy and simple implementation are concerned the not-a-knot constraint should be the best choice in solving the advection-diffusion equation.