Generalized trapezoidal formulas for parabolic equations (Q4243267)

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scientific article; zbMATH DE number 1287875
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    Generalized trapezoidal formulas for parabolic equations
    scientific article; zbMATH DE number 1287875

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      Generalized trapezoidal formulas for parabolic equations (English)
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      22 November 1999
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      parabolic equations
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      generalized trapezoidal formulas
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      second-order difference scheme
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      comparison of methods
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      convergence
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      error bounds
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      numerical examples
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      An initial-boundary value problem for a one-dimensional parabolic equation is considered. The trapezoidal rule time integrator with a conventional three-point discretization of the diffusion term is modified to give a one-parametric family of difference schemes with pentadiagonal implicit operators. It is shown that the schemes are second order accurate both in time and space and that the eigenvalues of the amplification matrices are inside the unit circle. The case of boundary conditions with derivatives is considered. Numerical examples in which the suggested method is compared with the Crank-Nicolson one are presented.
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