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A kernel based unconditionally stable scheme for nonlinear parabolic partial differential equations. (English) Zbl 1474.65292

Summary: In this paper, a class of high order numerical schemes is proposed to solve the nonlinear parabolic equations with variable coefficients. This method is based on our previous work [J. Sci. Comput. 82, No. 3, Paper No. 52, 29 p. (2020; Zbl 1472.65107)] for convection-diffusion equations, which relies on a special kernel-based formulation of the solutions and successive convolution. However, disadvantages appear when we extend the previous method to our equations, such as inefficient choice of parameters and unprovable stability for high-dimensional problems. To overcome these difficulties, a new kernel-based formulation is designed to approach the spatial derivatives. It maintains the good properties of the original one, including the high order accuracy and unconditionally stable for one-dimensional problems, hence allowing much larger time step evolution compared with other explicit schemes. In addition, without extra computational cost, the proposed scheme can enlarge the available interval of the special parameter in the formulation, leading to less errors and higher efficiency. Moreover, theoretical investigations indicate that it is unconditionally stable for multi-dimensional problems as well. We present numerical tests for one- and two-dimensional scalar and system, demonstrating the designed high order accuracy and unconditionally stable property of the scheme.

MSC:

65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

Citations:

Zbl 1472.65107

Software:

MOLT

References:

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