A novel Exponential Time Differencing (ETD) Crank-Nicolson method is developed which is stable, second order convergent, and highly efficient. We prove stability and convergence for semilinear parabolic problems with smooth data. In the nonsmooth data case we employ a positivity-preserving initial damping scheme to recover the full rate of convergence. Numerical experiments are presented for a ...

A linear dispersive mechanism for error focusing in polychromatic solutions is identified. This local error pile-up corresponds to the existence of spurious caustics, which are allowed by the dispersive nature of the numerical error. ¿From the mathematical point of view, spurious caustics are related to extrema of the numerical group velocity. Several popular schemes are analyzed and are shown ...

Two discrete-time orthogonal spline collocation schemes are formulated and analyzed for solving the linear time-dependent Schrr odinger equation in two space variables. These are Crank-Nicolson and alternating direction implicit (ADI) schemes employing C 1 piecewise polynomial spaces of arbitrary degree 3 in each space variable. The stability of the schemes is examined and optimal order a prior...

Abstract. We consider a partial differential equation of Schrödinger type, known as the ‘parabolic’ approximation to the Helmholtz equation in the theory of sound propagation in an underwater, rangeand depth-dependent environment with a variable bottom. We solve an associated initialand boundary-value problem by a finite difference scheme of Crank-Nicolson type on a variable mesh. We prove that...

We study a generalized extrapolated Crank–Nicolson scheme for the time discretization of a semilinear integro-differential equation with a weakly singular kernel, in combination with a space discretization by linear finite elements. The scheme uses variable grids in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assumin...

The Burgers’ equation is a simplified form of the Navier-Stokes equations that very well represents their non-linear features. In this paper, numerical methods of the Adomian decomposition and the Modified Crank – Nicholson, used for solving the one-dimensional Burgers’ equation, have been compared. These numerical methods have also been compared with the analytical method. In contrast to...

In this paper, we study a numerical simulation method for the initial-boundary problem of dissipative of the generalized symmetric regularized long-wave equations with damping term. A nonlinear-implicit Crank-Nicolson finite difference scheme is constructed. The scheme is a twoleveled scheme. The error estimations, convergence, stablity and uniqueness of the solution are proven by discrete ener...

This contribution aims to propose a compact numerical scheme solve partial differential equations (PDEs) with q-spatial derivative terms. The is based on the q-Taylor series approach, and an operator proposed, which useful discretize second-order spatial q-derivative constructed using proposed operator, gives fourth-order accuracy for For time discretization, Crank–Nicolson, Runge–Kutta methods...