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Fourth-Order Splitting Methods for Time-Dependant Differential Equations 被引量:2
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作者 Jürgen Geiser 《Numerical Mathematics(Theory,Methods and Applications)》 SCIE 2008年第3期321-339,共19页
This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes,e.g.,wave-propagation or heat-transfer,that are modeled by wave equations or heat equations.Here,we stu... This study was suggested by previous work on the simulation of evolution equations with scale-dependent processes,e.g.,wave-propagation or heat-transfer,that are modeled by wave equations or heat equations.Here,we study both parabolic and hyperbolic equations.We focus on ADI (alternating direction implicit) methods and LOD (locally one-dimensional) methods,which are standard splitting methods of lower order,e.g.second-order.Our aim is to develop higher-order ADI methods,which are performed by Richardson extrapolation,Crank-Nicolson methods and higher-order LOD methods,based on locally higher-order methods.We discuss the new theoretical results of the stability and consistency of the ADI methods.The main idea is to apply a higher- order time discretization and combine it with the ADI methods.We also discuss the dis- cretization and splitting methods for first-order and second-order evolution equations. The stability analysis is given for the ADI method for first-order time derivatives and for the LOD (locally one-dimensional) methods for second-order time derivatives.The higher-order methods are unconditionally stable.Some numerical experiments verify our results. 展开更多
关键词 Partial differential equations operator-splitting methods evolution equations adimethods LOD methods stability analysis higher-order methods.
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