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ON A NEW CLASS OF BDF AND IMEX SCHEMES FOR PARABOLIC TYPE EQUATIONS.
- Source :
-
SIAM Journal on Numerical Analysis . 2024, Vol. 62 Issue 4, p1609-1637. 29p. - Publication Year :
- 2024
-
Abstract
- When applying the classical multistep schemes for solving differential equations, one often faces the dilemma that smaller time steps are needed with higher-order schemes, making it impractical to use high-order schemes for stiff problems. We construct in this paper a new class of BDF and implicit-explicit schemes for parabolic type equations based on the Taylor expansions at time t n+\beta with \beta > 1 being a tunable parameter. These new schemes, with a suitable \beta, allow larger time steps at higher order for stiff problems than that which is allowed with a usual higherorder scheme. For parabolic type equations, we identify an explicit uniform multiplier for the new second- to fourth-order schemes and conduct rigorously stability and error analysis by using the energy argument. We also present ample numerical examples to validate our findings. [ABSTRACT FROM AUTHOR]
- Subjects :
- *DIFFERENTIAL equations
*TAYLOR'S series
*ENERGY consumption
*DILEMMA
*EQUATIONS
Subjects
Details
- Language :
- English
- ISSN :
- 00361429
- Volume :
- 62
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Numerical Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 179517984
- Full Text :
- https://doi.org/10.1137/23M1612986