Skip to main content

Time-Dependent Dirichlet Boundary Conditions and Fractional Step Methods

  • Chapter
Numerical Mathematics Singapore 1988

Abstract

In this paper, we discuss a paradigm for the integration in time of parabolic partial differential equations with time-dependent boundary conditions by fractional step (locally one-dimensional or LOD) methods. The original results, communicated in [8], offered the possibility that for fixed spatial mesh of size h, one particular LOD scheme which was second-order accurate with respect to the time-step k could remain second-order accurate for problems with time-dependent boundary conditions. We now extend the analysis to a particular class of L-acceptable methods, and some other fractional step splittings. The problem of maintaining accuracy in LOD methods in the neighborhood of time-dependent boundary conditions has persisted from at least [9] when accuracy limitations to 0(k0.25) were conjectured to many examples in the current (circa 1985–87) literature.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. A. R. Gourlay and A. R. Mitchell, On the structure of Alternating Direction Implicit (A.D.I.) and Locally One Dimensional (L.O.D.) difference methods, J. Inst. Maths. Applics. 9 (1972), 80–90.

    Article  Google Scholar 

  2. J. D. Lawson, Some numerical methods for stiff ordinary and partial differential equations, Proc. Second Manitoba Conf. on Numer. Math., (1972), Utilitas Math. 27–34.

    Google Scholar 

  3. J. D. Lawson and J. L. Morris, The extrapolation of first order methods for parabolic partial differential equations, I, SIAM J. Numer. Anal. 15 (1978), 1212–1244.

    Article  Google Scholar 

  4. J. D. Lawson and D. A. Swayne, A simple efficient algorithm for the solution of heat conduction problems, Proc. Sixth Manitoba Conf. on Numer. Math., (1976), Utilitas Math. 239–250.

    Google Scholar 

  5. A. R. Mitchell and D. F. Griffiths, The finite difference method in partial differential equations, London: John Wiley and Sons, (1980).

    Google Scholar 

  6. Robert D. Richtmeyer, Difference methods for initial-value problems, Interscience, (1957).

    Google Scholar 

  7. D. A. Swayne, Computation of rational functions with matrix argument with application to initial-value problems, PhD. Dissertation, University of Waterloo, Canada, (1975).

    Google Scholar 

  8. D. A. Swayne, Time-dependent boundary and interior forcing in locally one-dimensional schemes, SIAM J. Sci. and Stat. Computing 8 (5) (1987), 755–767.

    Article  Google Scholar 

  9. H. N. Yanenko, The method of fractional steps, Springer Verlag, (1970).

    Google Scholar 

  10. A. Zafarullah, Application of the method of lines to parabolic partial differential equations with error estimates, JACM 17 (1970), 294–302.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1988 Springer Basel AG

About this chapter

Cite this chapter

Swayne, D.A. (1988). Time-Dependent Dirichlet Boundary Conditions and Fractional Step Methods. In: Agarwal, R.P., Chow, Y.M., Wilson, S.J. (eds) Numerical Mathematics Singapore 1988. International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série internationale d’Analyse numérique, vol 86. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-6303-2_36

Download citation

  • DOI: https://doi.org/10.1007/978-3-0348-6303-2_36

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-7643-2255-7

  • Online ISBN: 978-3-0348-6303-2

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics