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arXiv 1902.08690math.NAcs.NA
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通过位势理论为热方程显式无条件稳定方法

Explicit unconditionally stable methods for the heat equation via potential theory

Flatiron Institute, Simons Foundation(西蒙斯基金会平顿研究所);Department of Mathematics, University of Pennsylvania(宾夕法尼亚大学数学系);Courant Institute of Mathematical Sciences, New York University(纽约大学柯朗数学科学研究所);Department of Mathematics Sciences, New Jersey Institute of Technology(新泽西理工学院数学科学系)

Alex H. Barnett, Charles L. Epstein, Leslie Greengard, Shidong Jiang, Jun Wang

AI总结:

本文研究了通过位势理论求解热方程边界值问题时,显式推进方案的稳定性特性,证明了在单位球上Dirichlet和Neumann问题中,最简单的Volterra推进方案(前向欧拉方案)无条件稳定,并在Robin问题上给出了稳定性条件。

摘要:

我们研究了通过位势理论求解热方程边界值问题时,第二类Volterra积分方程的稳定性特性。已知对于热方程的显式有限差分或有限元方案,只有当时间步长Δt为O(Δx²)量级时才稳定。相比之下,在单位球上所有维度d≥1的Dirichlet和Neumann问题中,我们证明了最简单的Volterra推进方案,即前向欧拉方案,是无条件稳定的。我们的证明基于推进矩阵的显式谱半径界,导致一个估计,即积分方程解的L²范数被右端项的范数乘以c_dT^{d/2}所限制。对于任意维度上半空间的Robin问题,具有常数Robin(热传导)系数κ,我们展示了一个常数C,使得当Δt < C/κ²时,前向欧拉方案稳定,与任何空间离散化无关。这依赖于对由凸序列定义的实对称Toeplitz矩阵谱的新下界。最后,我们证明了在任意光滑凸域上Dirichlet问题的前向欧拉方案在L^∞范数下是无条件稳定的。

英文摘要:

We study the stability properties of explicit marching schemes for second-kind Volterra integral equations that arise when solving boundary value problems for the heat equation by means of potential theory. It is well known that explicit finite difference or finite element schemes for the heat equation are stable only if the time step $Δt$ is of the order $O(Δx^2)$, where $Δx$ is the finest spatial grid spacing. In contrast, for the Dirichlet and Neumann problems on the unit ball in all dimensions $d\ge 1$, we show that the simplest Volterra marching scheme, i.e., the forward Euler scheme, is unconditionally stable. Our proof is based on an explicit spectral radius bound of the marching matrix, leading to an estimate that an $L^2$-norm of the solution to the integral equation is bounded by $c_dT^{d/2}$ times the norm of the right hand side. For the Robin problem on the half space in any dimension, with constant Robin (heat transfer) coefficient $κ$, we exhibit a constant $C$ such that the forward Euler scheme is stable if $Δt < C/κ^2$, independent of any spatial discretization. This relies on new lower bounds on the spectrum of real symmetric Toeplitz matrices defined by convex sequences. Finally, we show that the forward Euler scheme is unconditionally stable for the Dirichlet problem on any smooth convex domain in any dimension, in $L^\infty$-norm.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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