A High-Efficient Algorithm for Parabolic Problems with Time-Dependent Coefficients

A High-Efficient Algorithm for Parabolic Problems with Time-Dependent Coefficients

Year:    2017

Author:    Chuanmiao Chen, Xiangqi Wang, Hongling Hu

Advances in Applied Mathematics and Mechanics, Vol. 9 (2017), Iss. 2 : pp. 501–514

Abstract

A high-efficient algorithm to solve Crank-Nicolson scheme for variable coefficient parabolic problems is studied in this paper, which consists of the Function Time-Extrapolation Algorithm (FTEA) and Matrix Time-Extrapolation Algorithm (MTEA). First, FTEA takes a linear combination of previous $l$ level solutions ($U^{n,0}$=$∑^l_{i=1}$$a_i$$U^{n−i}$) as good initial value of $U^n$ (see Time-extrapolation algorithm (TEA) for linear parabolic problems, J. Comput. Math., 32(2) (2014), pp. 183–194), so that Conjugate Gradient (CG)-iteration counts decrease to 1/3∼1/4 of direct CG. Second, MTEA uses a linear combination of exact matrix values in level $L, L+s, L+2s$ to predict matrix values in the following $s−1$ levels, and the coefficients of the linear combination is deduced by the quadric interpolation formula, then fully recalculate the matrix values at time level $L+3s$, and continue like this iteratively. Therefore, the number of computing the full matrix decreases by a factor $1/s$. Last, the MTEA is analyzed in detail and the effectiveness of new method is verified by numerical experiments.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/aamm.2015.m1281

Advances in Applied Mathematics and Mechanics, Vol. 9 (2017), Iss. 2 : pp. 501–514

Published online:    2017-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    14

Keywords:    Crank-Nicolson scheme Time-Extrapolation CG-iteration variable coefficient parabolic.

Author Details

Chuanmiao Chen

Xiangqi Wang

Hongling Hu

  1. An efficient acceleration technique of implicit schemes for quasi-linear parabolic problems

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    Xie, Jiajia

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    https://doi.org/10.1007/s11075-024-01973-y [Citations: 0]