Error and extrapolation of a compact LOD method for parabolic differential equations (Q609227)

The author discretizes a nonhomogenneous parabolic equation over \((x,y)\in[0,1]\times[0,1]\) and \(t\in(0,T]\) by using a compact locally one-dimensional (LOD) finite difference method and writes the resulting difference scheme in matrix form. An \(H^2\) discrete energy analysis is used to study the \(L^\infty\)-error between the difference solution and the true solution. An explicit \(L^\infty\)-error estimate shows that the method has second-order accuracy in time and fourth-order accuracy in space with respect to the discrete \(l^\infty\)-norm. The accuracy in time is improved by an algorithm based on Richardson's extrapolation which makes the final computed solution accurate to fourth order both in time and space when the time step equals the spatial mesh size. Numerical results demonstrate the accuracy and high efficiency of the extrapolation algorithm.