Block-centered finite difference methods for parabolic equation with time-dependent coefficient

backward Euler and Crank-Nicolson scheme block-centered finite difference convergence analysis numerical experiments parabolic equation time-dependent diffusion coefficient variable mesh

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Review text

The authors consider the parabolic equation \[ \partial p/\partial t - \nabla \cdot (a(x,y,t) \nabla p) = f \text{ in } \Omega \times (0,T) \] subject to initial and natural boundary conditions, where \(\Omega\) is assumed to be a rectangle in \(\mathcal{\mathbb R}^2\). Following the ideas of \textit{A. Weiser} and \textit{M. F. Wheeler} [SIAM J. Numer. Anal. 25, No. 2, 351--375 (1988; Zbl 0644.65062)], who considered constant coefficient equations, after rewriting the problem as a first-order system, a block-centered finite difference scheme is applied. The time variable is discretized both with the backward Euler and the Crank-Nicolson scheme. The authors prove second-order convergence in space for solution and its gradient in \(L^2\) norms on non-uniform meshes and first- and second-order convergence, respectively, in time. Numerical experiments confirm the theoretical results.

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