scholarly journals Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with Dirichlet and oblique boundary conditions

2021 ◽  
pp. 1
Author(s):  
Guillaume Bertoli ◽  
Christophe Besse ◽  
Gilles Vilmart
Keyword(s):  
Boundary Conditions ◽  
Parabolic Pdes ◽  
Strang Splitting ◽  
Nicolson Scheme ◽  
Oblique Boundary ◽  
Crank Nicolson

Second-Order Convergence and Unconditional Stability on Crank-Nicolson Scheme for Burgers’ Equation

2013 ◽  
Vol 871 ◽  
pp. 15-20
Author(s):  
Quan Zheng ◽  
Lei Fan ◽  
Guan Ying Sun
Keyword(s):  
Boundary Conditions ◽  
Heat Equation ◽  
Burgers Equation ◽  
Second Order ◽  
Dirichlet Boundary Conditions ◽  
Second Order Convergence ◽  
Nicolson Scheme ◽  
Homogeneous Dirichlet Boundary Conditions ◽  
Robin Boundary ◽  
Crank Nicolson

In this paper, we study the numerical solution of one-dimensional Burgers equation with non-homogeneous Dirichlet boundary conditions. This nonlinear problem is converted into the linear heat equation with non-homogeneous Robin boundary conditions by Hopf-Cole transformation. The heat equation is discretized by Crank-Nicolson finite difference scheme, and the fourth-order difference schemes for the Robin conditions are combined with the Crank-Nicolson scheme at two endpoints. The proposed method is proved to be second-order convergent and unconditionally stable. The numerical example supports the theoretical results.

Beam Propagation Method Based on the Iterated Crank–Nicolson Scheme for Solving Large-Scale Wave Propagation Problems

2015 ◽  
Vol 51 (3) ◽  
pp. 1-4 ◽  
Author(s):  
Dimitra A. Ketzaki ◽  
Ioannis T. Rekanos ◽  
Theodoros I. Kosmanis ◽  
Traianos V. Yioultsis
Keyword(s):  
Wave Propagation ◽  
Large Scale ◽  
Beam Propagation Method ◽  
Beam Propagation ◽  
Nicolson Scheme ◽  
Crank Nicolson

scholarly journals A Mixed Element Algorithm Based on the Modified L1 Crank–Nicolson Scheme for a Nonlinear Fourth-Order Fractional Diffusion-Wave Model

2021 ◽  
Vol 5 (4) ◽  
pp. 274
Author(s):  
Jinfeng Wang ◽  
Baoli Yin ◽  
Yang Liu ◽  
Hong Li ◽  
Zhichao Fang
Keyword(s):  
Fourth Order ◽  
Mixed Finite Element ◽  
Calculated Data ◽  
Coupled System ◽  
Wave Model ◽  
Fractional Diffusion ◽  
Second Order ◽  
Diffusion Wave ◽  
Nicolson Scheme ◽  
Crank Nicolson

In this article, a new mixed finite element (MFE) algorithm is presented and developed to find the numerical solution of a two-dimensional nonlinear fourth-order Riemann–Liouville fractional diffusion-wave equation. By introducing two auxiliary variables and using a particular technique, a new coupled system with three equations is constructed. Compared to the previous space–time high-order model, the derived system is a lower coupled equation with lower time derivatives and second-order space derivatives, which can be approximated by using many time discrete schemes. Here, the second-order Crank–Nicolson scheme with the modified L1-formula is used to approximate the time direction, while the space direction is approximated by the new MFE method. Analyses of the stability and optimal L2 error estimates are performed and the feasibility is validated by the calculated data.

scholarly journals Crank-Nicolson scheme for two-dimensional in space fractional diffusion equations with functional delay

2021 ◽  
Vol 57 ◽  
pp. 128-141
Author(s):  
M. Ibrahim ◽  
V.G. Pimenov
Keyword(s):  
Piecewise Linear ◽  
Linear Interpolation ◽  
Fractional Diffusion ◽  
Dimensional System ◽  
Two Dimensional ◽  
Piecewise Linear Interpolation ◽  
Functional Delay ◽  
General Difference ◽  
Nicolson Scheme ◽  
Crank Nicolson

A two-dimensional in space fractional diffusion equation with functional delay of a general form is considered. For this problem, the Crank-Nicolson method is constructed, based on shifted Grunwald-Letnikov formulas for approximating fractional derivatives with respect to each spatial variable and using piecewise linear interpolation of discrete history with continuation extrapolation to take into account the delay effect. The Douglas scheme is used to reduce the emerging high-dimensional system to tridiagonal systems. The residual of the method is investigated. To obtain the order of the method, we reduce the systems to constructions of the general difference scheme with heredity. A theorem on the second order of convergence of the method in time and space steps is proved. The results of numerical experiments are presented.

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