斜边界条件下抛物型偏微分方程的Crank-Nicolson格式奇异分裂的超收敛性

Guillaume Bertoli, C. Besse, G. Vilmart
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引用次数: 0

摘要

结果表明,用Crank-Nicolson方法求解具有非齐次一般斜边界条件的扩散-反应方程时,Strang分裂法的阶数为二阶,而用其他龙格-库塔格式甚至精确流动本身求解扩散部分时,通常会出现阶数降低。我们还表明,与一般的分裂方法相比,该方法可以恢复平稳状态。当源项只依赖于空间变量时,我们证明了这些结果。数值实验表明,对于一般的非线性,二阶收敛是持续的。
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Superconvergence of the Strang splitting when using the Crank-Nicolson scheme for parabolic PDEs with oblique boundary conditions
We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order reduction occurs in general if using other Runge-Kutta schemes or even the exact flow itself for the diffusion part. We also show that this method recovers stationary states in contrast with splitting methods in general. We prove these results when the source term only depends on the space variable. Numerical experiments suggest that the second order convergence persists with general nonlinearities.
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