Convergence and Stability of Explicit/Implicit Schemes for Parabolic Equations with Discontinuous Coefficients

Convergence and Stability of Explicit/Implicit Schemes for Parabolic Equations with Discontinuous Coefficients

Year:    2004

Author:    Shaohong Zhu, Guangwei Yuan, Weiwei Sun

International Journal of Numerical Analysis and Modeling, Vol. 1 (2004), Iss. 2 : pp. 131–146

Abstract

In this paper an explicit/implicit schemes for parabolic equations with discontinuous coefficients is analyzed. We show that the error of the solution in $L^∞$ norm and the error of the discrete flux in $L^2$ norm are in order $O(\tau + h^2)$ and $O(\tau + h^{\frac{3}{2}})$, respectively and the scheme is stable under some weaker conditions, while the difference scheme has the truncation error $O(1)$ at the neighboring points of the discontinuity of the coefficient. Numerical experiments, which are given for both linear and nonlinear problems, show that our theoretical estimates are optimal in some sense. The comparison with some classical scheme is presented.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2004-IJNAM-970

International Journal of Numerical Analysis and Modeling, Vol. 1 (2004), Iss. 2 : pp. 131–146

Published online:    2004-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    16

Keywords:    Domain decomposition parabolic equations discontinuous coefficient parallel difference schemes convergence.

Author Details

Shaohong Zhu

Guangwei Yuan

Weiwei Sun