On the use of AGE algorithm with a high accuracy Numerov type variable mesh discretization for 1D non-linear parabolic equations |
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Authors: | Ranjan Kumar Mohanty |
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Institution: | (1) School of Mathematical Sciences, Peking University, Beijing, 100871, People’s Republic of China;(2) Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Kowloon, Hong Kong |
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Abstract: | In this paper, the use of N-AGE and Newton-N-AGE iterative methods on a variable mesh for the solution of one dimensional
parabolic initial boundary value problems is considered. Using three spatial grid points, a two level implicit formula based
on Numerov type discretization is discussed. The local truncation error of the method is of O(k2hl-1 +khl +hl3)O({k^2h_l^{-1} +kh_l +h_l^3}), where h
l
> 0 and k > 0 are the step lengths in space and time directions, respectively. We use a special technique to handle singular parabolic
equations. The advantage of using these algorithms is highlighted computationally. |
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Keywords: | |
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