Extension of high‐order compact schemes to time‐dependent problems

In this article, we present an extension of our previous approaches for steady‐state higher‐order compact (HOC) difference methods to time‐dependent problems. The formulation also provides a framework for similar treatment of other HOC spatial schemes. A stability analysis is provided for transient convection‐diffusion in 1D and transient diffusion in 2D. Supporting numerical experiments are included to illustrate stability and accuracy as well as oscillatory and dissipative behavior.