High-order accurate monotone compact running scheme for multidimensional hyperbolic equations

A high-order accurate monotone compact difference scheme proposed earlier by the author for one-dimensional nonstationary hyperbolic equations is extended to multidimensional equations. The resulting scheme is fourth-order accurate in space on a compact stencil and third-order accurate in time. Additionally, the scheme is conservative, absolutely stable, and efficient and can be solved using the running calculation method in space. By computing initial-boundary value problems for the linear advection equation and the nonlinear Hopf equation on refined meshes, it is shown that the orders of grid convergence of the multidimensional scheme are close to the corresponding orders of accuracy in independent variables. For the propagation of a two-dimensional rectangular pulse and the Hopf equation with a discontinuous solution, the multidimensional scheme is shown to inherit the monotonicity of its one-dimensional counterpart.