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Factorized SM-stable two-level schemes

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Abstract

Additional requirements for unconditionally stable schemes were formulated by analyzing higher order accurate difference schemes in time as applied to boundary value problems for second-order parabolic equations. These requirements concern the inheritance of the basic properties of the differential problem and lead to the concept of an SM-stable difference scheme. An earlier distinguished class of SM-stable schemes consists of the schemes based on various Padé approximations. The computer implementation of such higher order accurate schemes deserves special consideration because certain matrix polynomials must be inverted at each new time level. Factorized SM-stable difference schemes are constructed that can be interpreted as diagonally implicit Runge-Kutta methods.

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  1. Institute of Mathematical Modeling, Russian Academy of Sciences, Miusskaya pl. 4a, Moscow, 125047, Russia

    P. N. Vabishchevich

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  1. P. N. Vabishchevich
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Correspondence to P. N. Vabishchevich.

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Original Russian Text © P.N. Vabishchevich, 2010, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2010, Vol. 50, No. 11, pp. 1919–1925.

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Vabishchevich, P.N. Factorized SM-stable two-level schemes. Comput. Math. and Math. Phys. 50, 1818–1824 (2010). https://doi.org/10.1134/S0965542510110059

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  • DOI: https://doi.org/10.1134/S0965542510110059

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