Flux-splitting schemes for parabolic problems

PN Vabishchevich - Computational Mathematics and Mathematical …, 2012 - Springer
Computational Mathematics and Mathematical Physics, 2012Springer
Splitting with respect to space variables can be used in solving boundary value problems for
second-order parabolic equations. Classical alternating direction methods and locally one-
dimensional schemes could be examples of this approach. For problems with rapidly
varying coefficients, a convenient tool is the use of fluxes (directional derivatives) as
independent variables. The original equation is written as a system in which not only the
desired solution but also directional derivatives (fluxes) are unknowns. In this paper, locally …
Abstract
Splitting with respect to space variables can be used in solving boundary value problems for second-order parabolic equations. Classical alternating direction methods and locally one-dimensional schemes could be examples of this approach. For problems with rapidly varying coefficients, a convenient tool is the use of fluxes (directional derivatives) as independent variables. The original equation is written as a system in which not only the desired solution but also directional derivatives (fluxes) are unknowns. In this paper, locally one-dimensional additional schemes (splitting schemes) for second-order parabolic equations are examined. By writing the original equation in flux variables, certain two-level locally one-dimensional schemes are derived. The unconditional stability of locally one-dimensional flux schemes of the first and second approximation order with respect to time is proved.
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