Factorized schemes of second-order accuracy for numerically solving unsteady problems

DOI10.1515/CMAM-2016-0038zbMATH Open1359.65083arXiv1504.04179OpenAlexW2962762212MaRDI QIDQ521659FDOQ521659

Authors: P. N. Vabishchevich 

Publication date: 11 April 2017

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Abstract: Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad'{e} polynomial approximation is unconditionally stable. It demonstrates good asymptotic properties in time and provides an adequate evolution in time for individual harmonics of the solution (has spectral mimetic stability). In fact, the only drawback of this scheme is the necessity to solve an equation with an operator polynomial of second degree at each time level. We consider modifications of these schemes, which are based on solving equations with operator polynomials of first degree. Such computational implementations occur, for example, if we apply the fully implicit two-level scheme (the backward Euler scheme). A three-level modification of the SM-stable scheme is proposed. Its unconditional stability is established in the corresponding norms. The emphasis is on the scheme, where the numerical algorithm involves two stages, namely, the backward Euler scheme of first order at the first (prediction) stage and the following correction of the approximate solution using a factorized operator. The SM-stability is established for the proposed scheme. To illustrate the theoretical results of the work, a model problem is solved numerically.

Full work available at URL: https://arxiv.org/abs/1504.04179

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zbMATH Keywords

Cauchy problemfinite difference schemesevolutionary equation of first orderfactorized schemeSM-stabilityPadé approximation

Mathematics Subject Classification ID

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) Numerical solutions to abstract evolution equations (65J08)

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Cited In (4)

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• SM-stability of operator-difference schemes
• Factorized SM-stable two-level schemes

Uses Software

• RODAS
• mftoolbox

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