We construct and analyze a least-squares procedure for approximately solving the initial-value problem for the linearized equations of coupled sound and heat flow, in a bounded domain Í2 in Ä , with homogeneous Dirichlet boundary conditions. The method is based on Crank-Nicolson time differencing. To approximately solve the resulting system of boundary value problems at each time step, a least-...

Crank-Nicolson is a popular method for solving parabolic equations because it is unconditionally stable and second order accurate. One drawback of CN is that it responds to jump discontinuities in the initial conditions with oscillations which are weakly damped and therefore may persist for a long time. We present a selection of methods to reduce the amplitude of these oscillations.

This article provides a practical overview of numerical solutions to the heat equation using the finite difference method. The forward time, centered space (FTCS), the backward time, centered space (BTCS), and Crank-Nicolson schemes are developed, and applied to a simple problem involving the one-dimensional heat equation. Complete, working Matlab codes for each scheme are presented. The result...

This paper adresses the construction and study of a Crank-Nicolson-type discretization of the two-dimensional linear Schrödinger equation in a bounded domain Ω with artificial boundary conditions set on the arbitrarily shaped boundary of Ω. These conditions present the features of being differential in space and nonlocal in time since their definition involves some time fractional operators. Af...

We analyze discontinuous Galerkin methods with penalty terms, namely, symmetric interior penalty Galerkin methods, to solve nonlinear Sobolev equations. We construct finite element spaces on which we develop fully discrete approximations using extrapolated Crank-Nicolson method. We adopt an appropriate elliptic-type projection, which leads to optimal ∞ L2 error estimates of discontinuous Galerk...

We study the spatially semidiscrete lumped mass method for the model homogeneous heat equation with homogeneous Dirichlet boundary conditions. Improving earlier results we show that known optimal order smooth initial data error estimates for the standard Galerkin method carry over to the lumped mass method whereas nonsmooth initial data estimates require special assumptions on the triangulation...

A new numerical method is presented for the heat equation with discontinuous coefficients based on a Crank–Nicolson scheme and a conforming finite element space discretization. In the proposed method each node of the spatial discretization may have the global timestep split into an arbitrary number of local substeps in order to pursue a local improvement of the time discretization in the region...

Using the abstract framework of [9] we analyze a residual a posteriori error estimator for space-time finite element discretizations of quasilinear parabolic pdes. The estimator gives global upper and local lower bounds on the error of the numerical solution. The finite element discretizations in particular cover the so-called θ-scheme, which includes the implicit and explicit Euler methods and...