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arXiv 2406.05907math.NAcs.NA
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多维抛物问题时间积分中分裂方法的边界修正

Boundary corrections for splitting methods in the time integration of multidimensional parabolic problems

S. Gonzalez-Pinto, D. Hernandez-Abreu

AI总结:

本文针对多维抛物问题中时间相关边界条件导致时间收敛阶下降的问题,提出两种边界修正技术,使基于方向分裂的高阶 ADI 型时间积分器恢复与时间无关边界条件相当的 PDE 时间收敛阶。

摘要:

本文研究两种边界修正技术,用于缓解矩形区域上受时间相关边界条件约束的 d 维空间离散抛物问题在 PDE 意义下(即空间和时间分辨率彼此独立地趋于零时)时间收敛阶的降低。我们采用 MoL 方法(线方法),其中空间离散使用四阶中心差分,时间积分使用 s 级 AMF-W 方法进行。这些时间积分器属于 ADI 型(通过方向分裂实现的交替方向隐式方法),并且比文献中通常出现的仅达到 2 阶的方法具有更高阶数。此外,本文所解释的技术也适用于大多数使用方向分裂的分裂方法。一个显著的事实是,借助这些技术,时间积分器在时间无关边界条件的水平上恢复了 PDE 收敛的时间阶数。

英文摘要:

This work considers two boundary correction techniques to mitigate the reduction in the temporal order of convergence in PDE sense (i.e., when both the space and time resolutions tend to zero independently of each other) of $d$ dimension space-discretized parabolic problems on a rectangular domain subject to time dependent boundary conditions. We make use of the MoL approach (method of lines) where the space discretization is made with central differences of order four and the time integration is carried out with $s$-stage AMF-W-methods. The time integrators are of ADI-type (alternating direction implicit by using a directional splitting) and of higher order than the usual ones appearing in the literature which only reach order 2. Besides, the techniques here explained also work for most of splitting methods, when directional splitting is used. A remarkable fact is that with these techniques, the time integrators recover the temporal order of PDE-convergence at the level of time-independent boundary conditions.

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