Time-marching algorithms for initial-boundary value problems based upon ``approximate approximations'' (Q1907874)

The authors consider an initial-boundary value problem for the semilinear parabolic equation \(u_t- u_{xx}= F(x, t, u)\), \(x\in (-a, a)\), \(t>0\) and for the semilinear hyperbolic equation \(u_{tt}- u_{xx}= F(x, t, u)\), \(x\in (-a, a)\), \(t>0\) with Dirichlet boundary conditions and the corresponding initial conditions. Using a standard one-parametric \(\theta\)-finite-difference-scheme for the time discretization, the authors arrive at some elliptic problem to which the method of ``approximate approximation'' developed by the second author [Proceedings of the 8th conference on the mathematics of finite elements and applications, MAFELAP '93, held at Brunel University, Uxbridge, UK, April 27-30, 1993. Chichester: Wiley, 77-104 (1994; Zbl 0827.65083)] is applied. The schemes are of the accuracy \(O(\tau^4+ \tau^2 h^4)\) and \(O(\tau^3+ \tau h^4)\) \((\theta= 0.5)\) for the hyperbolic and parabolic equations, respectively. The schemes are stable under mild restrictions to the time step which come from the nonlinear parts of the equations. The numerical results presented in the paper confirm the given analysis.