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Extrapolation methods for dynamic partial differential equations

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Summary

Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. One of these schemes reduces to a Runge-Kutta type formula when the equations are linear. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. The averaging procedure advocated by Gragg does not increase the efficiency of the scheme. For parabolic problems severe stability restrictions are encountered that limit the applicability to problems with large cell Reynolds number. Computational results are presented confirming the analytic discussions.

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Authors and Affiliations

  1. Courant Institute of Mathematical Sciences, New York University, 21 Mercer Street, 10012, NY, New York, USA

    Eli Turkel

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  1. Eli Turkel
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This report was prepared as a result of work performed under NASA Contract No. NAS1-14101 while the author was in residence at ICASE, NASA Langley Research Center, Hampton, VA 23665, USA, and under ERDA Grant No. E(11-1)-3077-III while he was at Courant Institute of Mathematical Sciences, New York, NY 10012, USA

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Turkel, E. Extrapolation methods for dynamic partial differential equations. Numer. Math. 29, 269–285 (1978). https://doi.org/10.1007/BF01389212

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