Solving Advection Equations by Applying the Crank-Nicolson Scheme Combined with the Richardson Extrapolation
نویسندگان
چکیده
Advection equations appear often in large-scale mathematical models arising in many fields of science and engineering. The Crank-Nicolson scheme can successfully be used in the numerical treatment of such equations. The accuracy of the numerical solution can sometimes be increased substantially by applying the Richardson Extrapolation. Two theorems related to the accuracy of the calculations will be formulated and proved in this paper. The usefulness of the combination consisting of the Crank-Nicolson scheme and the Richardson Extrapolation will be illustrated by numerical examples.
منابع مشابه
Richardson Extrapolated Numerical Methods for Treatment of One-Dimensional Advection Equations
Advection equations are an essential part of many mathematical models arising in different fields of science and engineering. It is important to treat such equations with efficient numerical schemes. The well-known Crank-Nicolson scheme will be applied. It will be shown that the accuracy of the calculated results can be improved when the Crank-Nicolson scheme is combined with the Richardson Ext...
متن کاملExtrapolation of difference methods in option valuation
In the present investigation, the fully implicit and Crank–Nicolson difference schemes for solving option prices are analyzed. It is proved that the error expansions for the difference methods have the correct form for applying Richardson extrapolation to increase the order of accuracy of the approximations. The difference methods are applied to European, American, and down-and-out knock-out ca...
متن کاملOn Error Estimates of the Pressure-correction Projection Methods for the Time-dependent Navier-stokes Equations
In this paper, we present a new pressure-correction projection scheme for solving the time-dependent Navier-Stokes equations, which is based on the Crank-Nicolson extrapolation method in the time discretization. Error estimates for the velocity and the pressure of semidiscretized scheme are derived by interpreting the projection scheme as second-order time discretization of a perturbed system w...
متن کاملA Second-Order Finite Difference Method for Two-Dimensional Fractional Percolation Equations
A finite difference method which is second-order accurate in time and in space is proposed for two-dimensional fractional percolation equations. Using the Fourier transform, a general approximation for the mixed fractional derivatives is analyzed. An approach based on the classical Crank-Nicolson scheme combined with the Richardson extrapolation is used to obtain temporally and spatially second...
متن کاملUnderstanding Saul’yev-Type Unconditionally Stable Schemes from Exponential Splitting
Saul’yev-type asymmetric schemes have been widely used in solving diffusion and advection equations. In this work, we show that Saul’yev-type schemes can be derived from the exponential splitting of the semidiscretized equation which fundamentally explains their unconditional stability. Furthermore, we show that optimal schemes are obtained by forcing each scheme’s amplification factor to match...
متن کامل