Two-level compact implicit schemes for three-dimensional parabolic problems.

Citation

Karaa, Samir and Othman, Mohamed (2009) Two-level compact implicit schemes for three-dimensional parabolic problems. Computers and Mathematics with Applications, 58 (1). pp. 257-263. ISSN 0898-1221

Abstract

We derive a class of two-level high-order implicit finite difference schemes for solving three-dimensional parabolic problems with mixed derivatives. The schemes are fourth-order accurate in space and second- or lower-order accurate in time depending on the choice of a weighted average parameter μ. Numerical results with μ=0.5 are presented to confirm the high accuracy of the derived scheme and to compare it with the standard second-order central difference scheme. It is shown that the improvement in accuracy does not come at a higher cost of computation and storage since it is possible to choose the grid parameters so that the present scheme requires less work and memory and gives more accuracy than the standard central difference scheme.

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Additional Metadata

Item Type:	Article
Subject:	Differential equations, Parabolic.
Subject:	Differential equations - Problems, exercises, etc.
Subject:	Dimensional analysis.
Divisions:	Faculty of Computer Science and Information Technology
DOI Number:	https://doi.org/10.1016/j.camwa.2009.02.036
Publisher:	Elsevier
Keywords:	Parabolic partial differential equation; Mixed derivative; High-order compact scheme; Crank–Nicolson integrator; Stability.
Depositing User:	Ms. Nida Hidayati Ghazali
Date Deposited:	28 Jun 2013 08:52
Last Modified:	28 Sep 2015 03:26
Altmetrics:	http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1016/j.camwa.2009.02.036
URI:	http://psasir.upm.edu.my/id/eprint/17503
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