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Two new finite difference schemes for parabolic equations. (English) Zbl 0553.65084

The author takes two extrapolation methods for the numerical solution of partial differential equations and shows that they can be expressed as semi-implicit Runge-Kutta methods. He points out that they are of lower order for nonlinear equations. He finds other semi-implicit methods including a second order three stage diagonally-implicit Runge-Kutta (DIRK) formula given also by R. Alexander [ibid. 14, 1006-1021 (1977; Zbl 0374.65038)] which is not among his references. (This paper does not distinguish between the terms semi-implicit and diagonally implicit.) His numerical results compare various methods for parabolic problems which are stiff or have rapid decay.
Reviewer: J.D.P.Donnelly

MSC:

65N40 Method of lines for boundary value problems involving PDEs
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
35K20 Initial-boundary value problems for second-order parabolic equations
65L05 Numerical methods for initial value problems involving ordinary differential equations

Citations:

Zbl 0374.65038
Full Text: DOI