1980
DOI: 10.1137/0717054
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The Extrapolation of First Order Methods for Parabolic Partial Differential Equations, II

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Cited by 90 publications
(23 citation statements)
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“…All computations were run using IEEE 754 Standard double precision, giving approximately 16-decimal precision. The time marching simulations were done using, for the time integration, three-point backward differentiation formula (BDF) [68][69][70] started with one backwards implicit or Laasonen [65] (BI) step; and by BI with extrapolation [66,67,75]; as well as by the Douglas-Rachford method [72,73]. All three methods produced very similar results and those for BI/BDF are those presented in the tables.…”
Section: Computers and Methodsmentioning
confidence: 77%
“…All computations were run using IEEE 754 Standard double precision, giving approximately 16-decimal precision. The time marching simulations were done using, for the time integration, three-point backward differentiation formula (BDF) [68][69][70] started with one backwards implicit or Laasonen [65] (BI) step; and by BI with extrapolation [66,67,75]; as well as by the Douglas-Rachford method [72,73]. All three methods produced very similar results and those for BI/BDF are those presented in the tables.…”
Section: Computers and Methodsmentioning
confidence: 77%
“…In the case of expanding time intervals (see later), this was not convenient, as unequal time intervals reduce the order of three-point BDF to O(ıT), so four-point BDF would be needed to achieve the same order [38]. It was more convenient in this case to use backward implicit with extrapolation [39][40][41][42], which is also O(ıT 2 ) (for the simple second-order extrapolation method). The method requires three operations per time step rather than one, but as comparatively very few time steps were needed if they were expanding with time, computation was extremely fast, as will be seen.…”
Section: Discretisation Simulation Methodsmentioning
confidence: 99%
“…Thus the boundary conditions u(0, t) and u(X, t) can be determined using (2) and (3) with (6) respectively. Applying (1) to all the interior mesh points within R at time level t = nl with the space derivative replaced by (5) leads to a system of N first-order ODE's of the form…”
Section: Derivation Of the Schemementioning
confidence: 99%