Explicit schemes for parabolic and hyperbolic equations

نویسنده

  • Petr N. Vabishchevich
چکیده

Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit splitting of the problem operator (Saul’yev asymmetric schemes, explicit alternating direction (ADE) schemes, group explicit method). These schemes belong to the class of unconditionally stable schemes, but they demonstrate bad approximation properties. These explicit schemes are treated as schemes of the alternating triangle method and can be considered as factorized schemes where the problem operator is splitted into the sum of two operators that are adjoint to each other. Here we propose a multilevel modification of the alternating triangle method, which demonstrates better properties in terms of accuracy. We also consider explicit schemes of the alternating triangle method for the numerical solution of boundary value problems for hyperbolic equations of second order. The study is based on the general theory of stability (well-posedness) for operator-difference schemes.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

APPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES

We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.

متن کامل

A High Order Finite Dierence Method for Random Parabolic Partial Dierential Equations

In this paper, for the numerical approximation of random partial differential equations (RPDEs) of parabolic type, an explicit higher order finite difference scheme is constructed. In continuation the main properties of deterministic difference schemes, i.e. consistency, stability and convergency are developed for the random cases. It is shown that the proposed random difference scheme has thes...

متن کامل

A unified IMEX strategy for hyperbolic systems with multiscale relaxation

Several systems of evolutionary partial differential equations may contain stiff terms, which require an implicit treatment. Typical examples are hyperbolic systems with stiff hyperbolic or parabolic relaxation and kinetic equations in regimes close to fluid dynamic limit. In the hyperbolic-to-hyperbolic relaxation (HSHR) a natural treatment consists in adopting implicit-explicit (IMEX) schemes...

متن کامل

Investigation of Fluid-structure Interaction by Explicit Central Finite Difference Methods

Fluid-structure interaction (FSI) occurs when the dynamic water hammer forces; cause vibrations in the pipe wall. FSI in pipe systems due to Poisson and junction coupling has been the center of attention in recent years. It causes fluctuations in pressure heads and vibrations in the pipe wall. The governing equations of this phenomenon include a system of first order hyperbolic partial differen...

متن کامل

Implicit-Explicit Runge-Kutta Schemes for Hyperbolic Systems and Kinetic Equations in the Diffusion Limit

We consider the development of Implicit-Explicit (IMEX) RungeKutta schemes for hyperbolic and kinetic equations in the diffusion limit. In such regime the system relaxes towards a parabolic diffusion equation and it is desirable to have a method that is able to capture the asymptotic behavior with an implicit treatment of limiting diffusive terms. To this goal we reformulate the problem by prop...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Applied Mathematics and Computation

دوره 250  شماره 

صفحات  -

تاریخ انتشار 2015