High order implicit collocation method for the solution of two‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving the two dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives of linear hyperbolic equation and collocation method for the time component. The resulted method is unconditionally stable and solves the two‐dimensional linear hyperbolic equation with high accuracy. In this technique, the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method give a very efficient approach for solving the two dimensional linear hyperbolic equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009