Optimized higher order time discretization of second order hyperbolic problems: construction and numerical study (Q975691)

The paper deals with the abstract equation \(\frac{d^2u}{dt^2}+Au=0\) with a linear unbounded positive self-adjoint operator \(A\) in a Hilbert space and its semi-discrete approximation \(\frac{d^2u_h}{dt^2}+A_hu_h=0\). Using the Taylor expansion and the relation \(\frac{d^{2k}u_h}{dt^{2k}}(t^n)=(-1)^kA_h^ku_h(t_n)\) the authors derive the relation \[ \frac{u_h(t^{n+1})-2u_h(t^{n}+u_h(t^{n-1}}{\Delta t^2}+A_{h}\bigg[u_h(t^n)+\sum_{k=1}^{m-1}(-1)^k \frac{\Delta t^{2k}}{(2k+2)!}A_h^ku_h(t^n)\bigg]=\mathcal{O}(\Delta t^{2m}) \] which is the basis for approximations of higher order in \(t\). It appears that the computational costs of one time step of the scheme of order \(2m\) is \(m\) times larger than for one step of the second order scheme but can be counterbalanced by using of larger time steps. However the stability analysis shows that it remains bounded in \(m\), therefore the authors study the modified schemes which preserve the explicite nature and accuracy but allow to use of larger maximal time steps. Numerical results illustrate the practical interest of these schemes.