Exact Difference Schemes for Parabolic Equations

Exact Difference Schemes for Parabolic Equations

Year:    2008

Author:    Magdalena Lapinska-Chrzczonowicz, Piotr Matus

International Journal of Numerical Analysis and Modeling, Vol. 5 (2008), Iss. 2 : pp. 303–319

Abstract

The Cauchy problem for the parabolic equation $$\frac{∂u}{∂t} =\frac{∂}{∂x} (k(x,t) \frac{∂u}{∂x}) + f(u,x,,t), x \in R, t > 0,$$ $$u(x,0) = u_0(x), x\in R,$$ is considered. Under conditions $u(x, t) = X(x)T_1(t) + T_2 (t)$, $\frac{∂u}{∂x} \neq 0$, $k(x,t)=k_1(x)k_2(t)$, $f(u,x,t) = f_1(x,t)f_2(u)$, it is shown that the above problem is equivalent to a system of two first-order ordinary differential equations for which exact difference schemes with special Steklov averaging and difference schemes with any order of approximation are constructed on the moving mesh. On the basis of this approach, the exact difference schemes are constructed also for boundary-value problems and multi-dimensional problems. Presented numerical experiments confirm the theoretical results investigated in the paper.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2008-IJNAM-813

International Journal of Numerical Analysis and Modeling, Vol. 5 (2008), Iss. 2 : pp. 303–319

Published online:    2008-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    17

Keywords:    exact difference scheme difference scheme with an arbitrary order of accuracy parabolic equation system of ordinary differential equations.

Author Details

Magdalena Lapinska-Chrzczonowicz

Piotr Matus