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Proceedings of the Institute of Mathematics of the NAS of Belarus, 2024 Volume 32, Number 1, Pages 110–120 (Mi timb388)

MATHEMATICAL MODELING AND NUMERICAL METHODS

Three-layer of compact difference schemes for the parabolic equation

P. P. Matus, V. T. K. Tuyen

Institute of Mathematics of the National Academy of Sciences of Belarus, Minsk, Belarus

Abstract: This paper is dedicated to construction and study of three-layer of compact difference schemes for linear and quasi-linear parabolic equations of order $O(h^4+\tau^2)$. In the linear case, a priori stability estimates from the initial data on the right side are obtained. The basic scheme for constructing difference schemes of a given quality is the asymptotic stability of the second order of accuracy $O(h^2+\tau^2)$ by A. A. Samarsky. The results are generalized to the case of boundary conditions of the third kind, variable coefficients. A three-layer scheme of approximation order $O(h^6+\tau^3)$ is also constructed on a three-point stencil in space, which allows to use an economical sweep method to solve the corresponding system of algebraic equations. Numerical experiments are presented to illustrate the correctness of our theoretical conclusions. Simulation of nonlinear processes with traveling waves showed that these algorithms can also be used for differential problems that have features in solution.

Keywords: compact difference scheme, stability, approximation error, parabolic equation, regularizer.

UDC: 519.63

Received: 22.03.2024
Revised: 22.05.2024
Accepted: 18.06.2024



© Steklov Math. Inst. of RAS, 2024