Compact difference scheme for parabolic and Schrödinger-type equations with variable coefficients

We develop a new compact scheme for the second-order PDE (parabolic and Schrödinger type) with a variable time-independent coefficient. It has a higher order and smaller error than classic implicit scheme. The Dirichlet and Neumann boundary problems are considered. The relative finite-difference ope...

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Veröffentlicht in:Journal of computational physics 2018-12, Vol.375, p.1451-1468
Hauptverfasser: Gordin, Vladimir A., Tsymbalov, Evgenii A.
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description We develop a new compact scheme for the second-order PDE (parabolic and Schrödinger type) with a variable time-independent coefficient. It has a higher order and smaller error than classic implicit scheme. The Dirichlet and Neumann boundary problems are considered. The relative finite-difference operator is almost self-adjoint. •High order compact scheme for 1D parabolic and Schrodinger-type equations with variable coefficients is constructed.•The approximation order was confirmed by various numerical experiments.•The Richardson extrapolation method improves the approximation order up to 6th.•High-order Neumann boundary conditions approximation are constructed.
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subjects Compact difference scheme
Computational physics
Dirichlet problem
Finite difference method
Finite differences
Implicit scheme
Matrix
Neumann boundary conditions
Operators (mathematics)
Parabolic equation
Partial differential equations
Self-adjointness
Test functions
title Compact difference scheme for parabolic and Schrödinger-type equations with variable coefficients
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