Compact Difference Schemes for the Diffusion and Schrödinger Equations Approximation, Stability, Convergence, Effectiveness, Monotony

Compact Difference Schemes for the Diffusion and Schrödinger Equations Approximation, Stability, Convergence, Effectiveness, Monotony

Year:    2014

Journal of Computational Mathematics, Vol. 32 (2014), Iss. 3 : pp. 348–370

Abstract

Various compact difference schemes (both old and new, explicit and implicit, one-level and two-level), which approximate the diffusion equation and Schrödinger equation with periodical boundary conditions are constructed by means of the general approach. The results of numerical experiments for various initial data and right hand side are presented. We evaluate the real order of their convergence, as well as their stability, effectiveness, and various kinds of monotony. The optimal Courant number depends on the number of grid knots and on the smoothness of solutions. The competition of various schemes should be organized for the fixed number of arithmetic operations, which are necessary for numerical integration of a given Cauchy problem. This approach to the construction of compact schemes can be developed for numerical solution of various problems of mathematical physics.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.1403-CR14

Journal of Computational Mathematics, Vol. 32 (2014), Iss. 3 : pp. 348–370

Published online:    2014-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    23

Keywords:    Compact schemes Pairs of test functions Courant number Two-level scheme Order of convergence Effectiveness Monotony.