Error Inhibiting Schemes for Initial Boundary Value Heat Equation

Abstract

In this paper, we elaborate the analysis of some of the schemes which was presented in [2] for the heat equation with periodic boundary conditions. We adopt this methodology to derive finite-difference schemes for heat equation with Dirichlet and Neumann boundary conditions, whose convergence rates are higher than their truncation errors. We call these schemes error inhibiting schemes.When constructing a semi-discrete approximation to a partial differential equation (PDE), a discretization of the spatial operator has to be derived. For stability, this discrete operator must be semi-bounded. Under this semi-boundness, the Lax-Ricchtmyer equivalence theorem assures that the scheme converges at most, as the order of the error will be at most of the order of the truncation error. Usually, the error is in indeed of the order of the truncation error. In this paper, we demonstrate that schemes can be constructed such that their errors are smaller than their truncation errors. This property can enable us design schemes which are more efficient than standard schemes.