Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations

Verfasser / Beitragende:
[Cassio Oishi, Jin Yuan, Jose Cuminato, David Stewart]
Ort, Verlag, Jahr:
2015
Enthalten in:
BIT Numerical Mathematics, 55/2(2015-06-01), 487-513
Format:
Artikel (online)
ID: 605497184
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024 7 0 |a 10.1007/s10543-014-0509-x  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10543-014-0509-x 
245 0 0 |a Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations  |h [Elektronische Daten]  |c [Cassio Oishi, Jin Yuan, Jose Cuminato, David Stewart] 
520 3 |a In this paper, we study the stability of the Crank-Nicolson and Euler schemes for time-dependent diffusion coefficient equations on a staggered grid with explicit and implicit approximations to the Dirichlet boundary conditions. Using the matrix representation for the numerical scheme and boundary conditions it is shown that for implicit boundary conditions the Crank-Nicolson scheme is unrestrictedly stable while it becomes conditionally stable for explicit boundary conditions. Numerical examples are provided illustrating this behavior. For the Euler schemes the results are similar to those for the constant coefficient case. The implicit Euler with implicit or explicit boundary conditions is unrestrictedly stable while the explicit Euler with explicit boundary conditions presents the usual stability restriction on the time step. 
540 |a Springer Science+Business Media Dordrecht, 2014 
690 7 |a Stability analysis  |2 nationallicence 
690 7 |a Crank-Nicolson scheme  |2 nationallicence 
690 7 |a Staggered grids  |2 nationallicence 
690 7 |a Boundary conditions  |2 nationallicence 
690 7 |a Non-constant coefficient diffusion equations  |2 nationallicence 
700 1 |a Oishi  |D Cassio  |u Departamento de Matemática, e Computação, Universidade Estadual Paulista, Presidente Prudente, Brazil  |4 aut 
700 1 |a Yuan  |D Jin  |u Departamento de Matemática, Universidade Federal do Paraná, Curitiba, Brazil  |4 aut 
700 1 |a Cuminato  |D Jose  |u Departamento de Matemática Aplicada e Estatística, Universidade de São Paulo, São Carlos, Brazil  |4 aut 
700 1 |a Stewart  |D David  |u Department of Mathematics, University of Iowa, Iowa City, USA  |4 aut 
773 0 |t BIT Numerical Mathematics  |d Springer Netherlands  |g 55/2(2015-06-01), 487-513  |x 0006-3835  |q 55:2<487  |1 2015  |2 55  |o 10543 
856 4 0 |u https://doi.org/10.1007/s10543-014-0509-x  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10543-014-0509-x  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Oishi  |D Cassio  |u Departamento de Matemática, e Computação, Universidade Estadual Paulista, Presidente Prudente, Brazil  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Yuan  |D Jin  |u Departamento de Matemática, Universidade Federal do Paraná, Curitiba, Brazil  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Cuminato  |D Jose  |u Departamento de Matemática Aplicada e Estatística, Universidade de São Paulo, São Carlos, Brazil  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Stewart  |D David  |u Department of Mathematics, University of Iowa, Iowa City, USA  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t BIT Numerical Mathematics  |d Springer Netherlands  |g 55/2(2015-06-01), 487-513  |x 0006-3835  |q 55:2<487  |1 2015  |2 55  |o 10543