Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions

DOI10.1016/J.APNUM.2004.01.001zbMath1053.65074OpenAlexW1969819651WikidataQ57692549 ScholiaQ57692549MaRDI QIDQ596576

Zhi-zhong Sun, Xiao-Nan Wu

Publication date: 10 August 2004

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2004.01.001

zbMATH Keywords

stabilityconvergenceheat equationfinite difference methodunbounded domainartificial boundaryfractional step approximation

Mathematics Subject Classification ID

Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Related Items (33)

A low-rank approach to the computation of path integrals ⋮ Efficient approach to solve time fractional Kardar-Parisi-Zhang equation on unbounded domains ⋮ A novel finite difference scheme for Burgers' equation on unbounded domains ⋮ Local artificial boundary conditions for Schrödinger and heat equations by using high-order azimuth derivatives on circular artificial boundary ⋮ A fast stable accurate artificial boundary condition for the linearized Green-Naghdi system ⋮ Exact boundary condition for semi-discretized Schrödinger equation and heat equation in a rectangular domain ⋮ Approximating the solution stochastic process of the random Cauchy one-dimensional heat model ⋮ On a new family of radial basis functions: mathematical analysis and applications to option pricing ⋮ A fast BDF2 Galerkin finite element method for the one-dimensional time-dependent Schrödinger equation with artificial boundary conditions ⋮ A fast accurate artificial boundary condition for the Euler-Bernoulli beam ⋮ A Fast Temporal Second Order Difference Scheme for the Fractional Sub-diffusion Equations on One Dimensional Space Unbounded Domain ⋮ Accurate artificial boundary conditions for the semi-discretized linear Schrödinger and heat equations on rectangular domains ⋮ A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions ⋮ Fast artificial boundary method for the heat equation on unbounded domains with strip tails ⋮ A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS ⋮ Random difference scheme for diffusion advection model ⋮ A continued-fraction approach for transient diffusion in unbounded medium ⋮ The finite difference approximation for a class of fractional sub-diffusion equations on a space unbounded domain ⋮ Analysis of finite element method for one-dimensional time-dependent Schrödinger equation on unbounded domain ⋮ Stability and Error Analysis for a Second-Order Fast Approximation of the Local and Nonlocal Diffusion Equations on the Real Line ⋮ Artificial boundary method for two-dimensional Burgers' equation ⋮ Heatlet approach to diffusion equation on unbounded domains ⋮ Convergence of a finite element scheme for the two-dimensional time-dependent Schrödinger equation in a long strip ⋮ Artificial boundary condition for a modified fractional diffusion problem ⋮ The stability and convergence of a difference scheme for the Schrödinger equation on an infinite domain by using artificial boundary conditions ⋮ Obtaining artificial boundary conditions for fractional sub-diffusion equation on space two-dimensional unbounded domains ⋮ A local high-order doubly asymptotic open boundary for diffusion in a semi-infinite layer ⋮ A difference scheme for Burgers equation in an unbounded domain ⋮ An analysis of the finite-difference method for one-dimensional Klein-Gordon equation on unbounded domain ⋮ Fast difference scheme for the reaction-diffusion-advection equation with exact artificial boundary conditions ⋮ Element-free Galerkin scaled boundary method based on moving Kriging interpolation for steady heat conduction analysis ⋮ On the moving boundary formulation for parabolic problems on unbounded domains ⋮ A finite-difference method for the one-dimensional time-dependent Schrödinger equation on unbounded domain

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exact non-reflecting boundary conditions
• A class of artificial boundary conditions for heat equation in unbounded domains
• The Approximation of the Exact Boundary Conditions at an Artificial Boundary for Linear Elastic Equations and its Application
• Absorbing Boundary Conditions for the Numerical Simulation of Waves
• Fast Adaptive Methods for the Free-Space Heat Equation
• A Second-Order Accurate Linearized Difference Scheme for the Two- Dimensional Cahn-Hilliard Equation

This page was built for publication: Convergence of difference scheme for heat equation in unbounded domains using artificial boundary conditions