Two-level compact implicit schemes for three-dimensional parabolic problems.

We derive a class of two-level high-order implicit finite difference schemes for solving three-dimensional parabolic problems with mixed derivatives. The schemes are fourth-order accurate in space and second- or lower-order accurate in time depending on the choice of a weighted average parameter μ....

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Main Authors: Karaa, Samir, Othman, Mohamed
Format: Article
Language:English
English
Published: Elsevier 2009
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/17503/
http://psasir.upm.edu.my/id/eprint/17503/1/Two.pdf
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author Karaa, Samir
Othman, Mohamed
author_facet Karaa, Samir
Othman, Mohamed
author_sort Karaa, Samir
building UPM Institutional Repository
collection Online Access
description We derive a class of two-level high-order implicit finite difference schemes for solving three-dimensional parabolic problems with mixed derivatives. The schemes are fourth-order accurate in space and second- or lower-order accurate in time depending on the choice of a weighted average parameter μ. Numerical results with μ=0.5 are presented to confirm the high accuracy of the derived scheme and to compare it with the standard second-order central difference scheme. It is shown that the improvement in accuracy does not come at a higher cost of computation and storage since it is possible to choose the grid parameters so that the present scheme requires less work and memory and gives more accuracy than the standard central difference scheme.
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spelling upm-175032015-09-28T03:26:27Z http://psasir.upm.edu.my/id/eprint/17503/ Two-level compact implicit schemes for three-dimensional parabolic problems. Karaa, Samir Othman, Mohamed We derive a class of two-level high-order implicit finite difference schemes for solving three-dimensional parabolic problems with mixed derivatives. The schemes are fourth-order accurate in space and second- or lower-order accurate in time depending on the choice of a weighted average parameter μ. Numerical results with μ=0.5 are presented to confirm the high accuracy of the derived scheme and to compare it with the standard second-order central difference scheme. It is shown that the improvement in accuracy does not come at a higher cost of computation and storage since it is possible to choose the grid parameters so that the present scheme requires less work and memory and gives more accuracy than the standard central difference scheme. Elsevier 2009 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/17503/1/Two.pdf Karaa, Samir and Othman, Mohamed (2009) Two-level compact implicit schemes for three-dimensional parabolic problems. Computers and Mathematics with Applications, 58 (1). pp. 257-263. ISSN 0898-1221 http://www.elsevier.com Differential equations, Parabolic. Differential equations - Problems, exercises, etc. Dimensional analysis. http://dx.doi.org/10.1016/j.camwa.2009.02.036 English
spellingShingle Differential equations, Parabolic.
Differential equations - Problems, exercises, etc.
Dimensional analysis.
Karaa, Samir
Othman, Mohamed
Two-level compact implicit schemes for three-dimensional parabolic problems.
title Two-level compact implicit schemes for three-dimensional parabolic problems.
title_full Two-level compact implicit schemes for three-dimensional parabolic problems.
title_fullStr Two-level compact implicit schemes for three-dimensional parabolic problems.
title_full_unstemmed Two-level compact implicit schemes for three-dimensional parabolic problems.
title_short Two-level compact implicit schemes for three-dimensional parabolic problems.
title_sort two-level compact implicit schemes for three-dimensional parabolic problems.
topic Differential equations, Parabolic.
Differential equations - Problems, exercises, etc.
Dimensional analysis.
url http://psasir.upm.edu.my/id/eprint/17503/
http://psasir.upm.edu.my/id/eprint/17503/
http://psasir.upm.edu.my/id/eprint/17503/
http://psasir.upm.edu.my/id/eprint/17503/1/Two.pdf