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Second Conference on Numerical Analysis and Applications
June 11-15, 2000
University of Rousse
Rousse, Bulgaria

Organizers
Plamen Yalamov, Marcin Paprzycki, Lubin Vulkov

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Fractional Step Runge-Kutta methods for the resolution of two dimensional time dependent coefficient evolutive convection-diffusion problems
by
Blanca Bujanda
Departamento de Matemáticas y Computación. Universidad de La Rioja
Coauthors: J.C. Jorge (Universidad Pública de Navarra)

Fractional Step Runge--Kutta methods for the resolution of two dimensional time dependent coefficient evolutive convection--diffusion problems

Fractional Step Runge-Kutta methods for the resolution of two dimensional time dependent coefficient evolutive convection-diffusion problems

B. Bujanda 1, J.C. Jorge 2


Abstract

In this paper we obtain a unconditional convergence result in the numerical resolution of two dimensional parabolic problems whose coefficients depend on time. Our total discretization schemes are deduced by combining Fractionary Steps Runge-Kutta methods and simple upwind schemes on rectangular grids. Classically, a stability property called AN-stability has been imposed to the corresponding time integrators, in order obtain unconditional convergence when they are combined with finite difference or finite element space dicretizations to integrate numerically such problems.

We have proved, for FSRK methods, that the AN-stability, which is a strongly restrictive property for the design of high order methods, can be avoided, being the A-stability a sufficient condition, if the time variation in the coefficients is smooth.

We develop an A-stable third order FSRK method, and present some numerical tests that show their efficiency and robustness in the numerical resolution of evolutionary convection-diffusion problems, even in some singular perturbation cases, if some kind of rectangular special meshes are used.


Keywords: Fractional Steps; Stability.


AMS Subject classification: 65J10, 65M12.

Date received: February 10, 2000


Copyright © 2000 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caen-21.