Abstract
The telegraph equation is one of the important models in many physics and engineering. In this work, we discuss the high-order compact finite difference method for solving the two-dimensional second-order linear hyperbolic equation. By using a combined compact finite difference method for the spatial discretization, a high-order alternating direction implicit method (ADI) is proposed. The method is O(τ 2 + h 6) accurate, where τ, h are the temporal step size and spatial size, respectively. Von Neumann linear stability analysis shows that the method is unconditionally stable. Finally, numerical examples are used to illustrate the high accuracy of the new difference scheme.
Similar content being viewed by others
References
Gonzalez-Velasco, E.A.: Fourier Analysis and Boundary Value Problems. Academic Press, New York (1995)
Jordan, P.M., Puri, A.: Digital signal propagation in dispersive media. J. Appl. Phys. 85(3), 1273–1282 (1999)
Boyce, W.E., DiPrima, R.C.: Differential Equations Elementary and Boundary Value Problems. Wiley, New York (1977)
Banasiak, J., Mika, J.R.: Singularly perturbed telegraph equations with applications in the random walk theory. J. Appl. Math. Stoch. Anal. 11, 9–28 (1998)
Tikhonov, A.N., Samarskii, A.A.: Equations of Mathematical Physics. Dover, New York (1990)
Aloy, R., Casabán, M.C., Caudillo-Mata, L.A., Jödar, L.: Computing the variable coefficient telegraph equation using a discrete eigenfunction method. Comput. Math. Appl. 54, 448–458 (2007)
Ciment, M., Leventhal, S.H.: Higher order compact implicit schemes for the wave equation. Math. Comp. 29, 985–994 (1975)
Ciment, M., Leventhal, S.H.: A note on the operator compact implicit method for the wave equation. Math. Comp. 32, 143–147 (1978)
Lele, S.K.: Compact finite difference schemes with spectral-like resolution. J. Comput. Phys. 103, 16–42 (1992)
Mohanty, R.K., Jain, M.K., George, K.: On the use of high-order difference methods for the system of one space second-order non-linear hyperbolic equation with variable coefficients. J. Comp. Appl. Math. 72, 421–431 (1996)
Twizell, E.H.: An explicit difference method for the wave equation with extend stability range. BIT 19, 378–383 (1979)
Dahlquist, G.: On accuracy and unconditional stability of linear multi-step methods for second-order differential equations. BIT 18, 133–136 (1978)
Dehghan, M., Mohebbi, A.: High order implicit collocation method for the solution of two-dimensional linear hyperbolic equation. Numer. Methods PDEs 25, 232–243 (2009)
Dehghan, M., Mohebbi, A.: The combination of collocation, finite difference, and multigrid methods for solution of the two-dimensional wave equation. Numer. Methods PDEs 24, 897–910 (2008)
Dehghan, M., Ghesmati, A.: Combination of meshless local weak and strong (MLWS) forms to solve the two-dimensional hyperbolic telegraph equation. Eng. Anal. Bound. Elem. 34, 324–336 (2010)
Dehghan, M., Salehi, R.: A method based on meshless approach for the numerical solution of the two-space dimensional hyperbolic telegraph equation. Math. Method. Appl. Sci. 35, 1220–1233 (2012)
Dehghan, M., Shokri, A.: A numerical method for solving the hyperbolic telegraph equation. Numer. Methods PDEs 24, 1080–1093 (2008)
Dehghan, M., Ghesmati, A.: Solution of the second-order one-dimensional hyperbolic telegraph equation by using the dual reciprocity boundary integral equation (DRBIE) method. Eng. Anal. Bound. Elem 34, 51–59 (2010)
Dehghan, M.: A new ADI technique for two-dimensional parabolic equation with an integral condition. Comput. Math. Appl. 43, 1477–1488 (2002)
Dehghan, M.: Alternating direction implicit methods for two-dimensional diffusion with a non-local boundary condition. Int. J. Comput. Math. 72, 349–366 (1999)
El-Azab, M.S., El-Gamel, M.: A numerical algorithm for the solution of telegraph equations. Appl. Math. Comput. 190, 757–764 (2007)
Jödar, L., Goberna, D.: Analytic-numerical solution with a priori error bounds for coupled time-dependent telegraph equations: Mixed problems. Math. Comput. Modell. 30, 39–53 (1999)
Mohanty, R.K.: An unconditionally stable difference scheme for the one-space-dimensional linear hyperbolic equation. Appl. Math. Lett. 17, 101–105 (2001)
Mohanty, R.K., Jam, M.K.: An unconditionally stable alternating direction implicit scheme for the two space dimensional linear hyperbolic equation. Numer. Methods PDEs 17, 684–688 (2001)
Mohanty, R.K., Jain, M.K., Arora, U.: An unconditionally stable ADI method for the linear hyperbolic equation in three space dimensional. Int. J. Comput. Math. 79, 133–142 (2002)
Mohanty, R.K.: An operator splitting method for an unconditionally stable difference scheme for a linear hyperbolic equation with variable coefficients in two space dimensions. Appl. Math. Comput. 152, 799–806 (2004)
Mohanty, R.K.: New unconditionally stable difference schemes for the solution of multi-domensional telegraphic equations. Int. J. Comput. Math. 36, 2061–2071 (2009)
Rashidinia, J., Mohammadi, R., Jalilian, R.: Spline methods for the solution of hyperbolic equation with variable coefficients. Numer. Methods PDEs 32, 1–9 (2006)
Ding, H., Zhang, Y.: A new fourth-order compact finite difference scheme for the two-dimensional second-order hyperbolic equation. J. Comp. Appl. Math. 230, 626–632 (2009)
Karaa, S.: Unconditionally stable ADI scheme of higher-order for linear hyperbolic equations. Int. J. Comput. Math. 87, 3030–3038 (2010)
Xie, S.-S., Yi, S.-C., Kwonb, T.I.: Fourth-order compact difference and alternating direction implicit schemes for telegraph equations. Comput. Phys. Commun. 183, 552–569 (2012)
Chu, P., Fan, C.: A three-point combined compact difference scheme. J. Comput. Phys. 140, 370–399 (1998)
Sun, H.W., Li, L. Z.: A CCD-ADI method for unsteady convection-diffusion equations. Comput. Phys. Commun. 185, 790–797 (2014)
Lee, S.T., Liu, J., Sun, H.W.: Combined compact difference scheme for linear second-order partial differential equations with mixed derivative. J. Comput. Appl. Math. 264, 23–37 (2014)
Li, L., Sun, H., Tam, S.: A spatial sixth-order alternating direction implicit method for two-dimensional cubic nonlinear Schrödinger equations. Comput. Phys. Commun. 187, 38–48 (2015)
Gao, G., Sun, H.: Three-point combined compact alternating direction implicit difference schemes for two-dimensional time-fractional advection-diffusion equations. Commun. Comput. Phys. 17, 487–509 (2015)
Gao, G., Sun, H.: Three-point combined compact difference schemes for time-fractional advection-diffusion equations with smooth solutions. J. Comput. Phys. 298, 520–538 (2015)
Peaceman, D., Rachford, H.: The numerical solution of parabolic and elliptic differential equations. J. Soc. Ind. Appl. Math. 3, 28–41 (1955)
Douglas, J.Jr., Peaceman, D.: Numerical solution of two-dimensional heat flow problems. AIChE J. 1, 505–512 (1955)
Douglas, J.Jr., Rachford, H.: On the numerical solution of heat conduction problems in two and three space variables. Trans. Amer. Math. Soc. 82, 421–439 (1960)
Mohanty, R.K.: An unconditionally stable finite difference formula for a linear second order one space dimensional hyperbolic equation with variable coefficients. Appl. Math. Comput. 165, 229–236 (2005)
Pandit, S., Kumar, M., Tiwari, S.: Numerical simulation of second-order hyperbolic telegraph type equations with variable coefficients. Comput. Phys. Commun. 187, 83–90 (2015)
He, D.: An unconditionally stable CCD-ADI method for a two-dimensional linear hyperbolic equation with variable coefficients. Submitted
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
He, D. An unconditionally stable spatial sixth-order CCD-ADI method for the two-dimensional linear telegraph equation. Numer Algor 72, 1103–1117 (2016). https://doi.org/10.1007/s11075-015-0082-7
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-015-0082-7
Keywords
- Linear hyperbolic equation
- Combined compact finite difference method
- Alternating direction implicit method