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Improved accuracy for the approximate factorization of parabolic equations

机译:抛物方程近似分解的改进精度

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摘要

A general procedure to construct alternating direction implicit (ADI) schemes for multidimensional problems was originated by Beam and Warming, using the method of approximate factorization. The technique which can be combined with a high-order linear multistep (LM) method introduces a factorization error that is of order two in the time step Δt. Thus, the approximate factorization method imposes a second-order temporal accuracy limitation independent of the accuracy of the LM method chosen as the time differencing approximation. We introduce a correction term to the right-hand side of a factored scheme to increase the order of the factorization error in Δt, and recover the temporal order of the original scheme. The method leads in particular to the modified ADI scheme proposed by Douglas and Kim. A convergence proof is given for the improved scheme based on the BDF2 method. [PUBLICATION ABSTRACT]
机译:Beam和Warming使用近似分解的方法提出了构造多维问题的交替方向隐式(ADI)方案的一般程序。可以与高阶线性多步(LM)方法结合使用的技术会在时间步长Δt中引入阶次为2的分解误差。因此,近似因式分解方法强加了二阶时间精度限制,而与作为时差近似选择的LM方法的精度无关。我们将校正项引入因式分解方案的右侧,以增加因数分解误差的阶次Δt,并恢复原始方案的时间顺序。该方法尤其导致了Douglas和Kim提出的改进的ADI方案。针对基于BDF2方法的改进方案给出了收敛证明。 [出版物摘要]

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