@Article{AAMM-9-2, author = {Chuanmiao, Chen and Xiangqi, Wang and Hu, Hongling}, title = {A High-Efficient Algorithm for Parabolic Problems with Time-Dependent Coefficients}, journal = {Advances in Applied Mathematics and Mechanics}, year = {2017}, volume = {9}, number = {2}, pages = {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.

}, issn = {2075-1354}, doi = {https://doi.org/10.4208/aamm.2015.m1281}, url = {https://global-sci.com/article/73263/a-high-efficient-algorithm-for-parabolic-problems-with-time-dependent-coefficients} }