Construction and study of high-order accurate schemes for solving the one-dimensional heat equation

The method of undetermined coefficients on multipoint stencils with two time levels was used to construct compact difference schemes of O (τ 3 , h 6 ) accuracy intended for solving boundary value problems for the one-dimensional heat equation. The schemes were examined for von Neumann stability, and...

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Veröffentlicht in:Computational mathematics and mathematical physics 2014-07, Vol.54 (7), p.1110-1121, Article 1110
Hauptverfasser: Komarov, S. Yu, Shapeev, V. P.
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Shapeev, V. P.
description The method of undetermined coefficients on multipoint stencils with two time levels was used to construct compact difference schemes of O (τ 3 , h 6 ) accuracy intended for solving boundary value problems for the one-dimensional heat equation. The schemes were examined for von Neumann stability, and numerical experiments were conducted on a sequence of grids with mesh sizes tending to zero. One of the schemes was proved to be absolutely stable. It was shown that, for smooth solutions, the high order of convergence of the numerical solution agrees with the order of accuracy; moreover, solutions accurate up to ∼10 −12 are obtained on grids with spatial mesh sizes of ∼10 −2 . The formulas for the schemes are rather simple and easy to implement on a computer.
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subjects Accuracy
Algorithms
Boundary value problems
Computational mathematics
Computational Mathematics and Numerical Analysis
Computer simulation
Construction
Convergence
Data exchange
Heat equations
Linear algebra
Mathematical analysis
Mathematical models
Mathematics
Mathematics and Statistics
Methods
Numerical analysis
Simulation
Stencils
Studies
title Construction and study of high-order accurate schemes for solving the one-dimensional heat equation
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