Time-step sequences for parabolic differential equations

DOI10.1016/0168-9274(95)00012-JMaRDI QIDQ1893548zbMATH OpenOpenAlexFDO

Authors E. A. H. Zuur

Publication date 11 December 1995

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

Full work available at URL https://doi.org/10.1016/0168-9274(95)00012-j

zbMATH Keywords

Chebyshev polynomialsconvergenceEuler forward difference methodexplicit time integrationmethod of linesparabolic partial differential equationsstiff systemstime-step sequences

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Multiple scale methods for ordinary differential equations (34E13) Initial value problems for second-order parabolic equations (35K15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

Review text

The Euler forward difference method is used for the explicit time integration of stiff systems of ordinary differential equations, which originate from spatial discretization of parabolic partial differential equations. The author constructs a sequence, with which the integration proceeds faster and faster in time by taking bigger and bigger steps, but by which the precision of the approximation is guaranteed throughout the integration procedure. This sequence is primarily a function of one given parameter which determines an upper bound for the distance in norm between the analytical solution and the approximation at every discrete time level in case the Jacobian matrix is constant. This method makes use of Chebyshev polynomials. The asymptotic rate of convergence of the method is derived and its applicability in case the Jacobian matrix is non-constant is demonstrated.

Cites work

• Chebyshev semi-iterative methods, successive overrelaxation iterative methods, and second order Richardson iterative methods. I, II
• Convergence properties of the Runge-Kutta-Chebyshev method
• scientific article; zbMATH DE number 4078670 (Why is no real title available?)
• scientific article; zbMATH DE number 3720254 (Why is no real title available?)
• scientific article; zbMATH DE number 3748347 (Why is no real title available?)
• scientific article; zbMATH DE number 3892534 (Why is no real title available?)
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• scientific article; zbMATH DE number 3245839 (Why is no real title available?)
• Numerical Determination of Fundamental Modes
• The application of Leja points to Richardson iteration and polynomial preconditioning

This page was built for publication: Time-step sequences for parabolic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1893548)