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ON A NEW CLASS OF BDF AND IMEX SCHEMES FOR PARABOLIC TYPE EQUATIONS.

Authors :
FUKENG HUANG
JIE SHEN
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]

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