On Convergence of Iterative Methods for a Fourth-Order Discretization Scheme (to appear in Applied Mathematics Letters) Jun Zhang Department of Mathematics, The George Washington University, Washington, DC 20052, USA zhang@math.gwu.edu http://gwis2.circ.gwu.edu/~yaohan May 29, 1996 Abstract We prove that, under certain conditions, some classical iterative methods converge for the linear system resulting from a fourth-order compact discretization of the convection-diffusion equation. Key words: Linear systems, iterative methods, fourth-order compact discretization scheme, convection-diffusion equation.