Numerical solution of partial differential equations
Numerical solution of partial differential equations
Nonlinear partial differential equations: for scientists and engineers
Nonlinear partial differential equations: for scientists and engineers
Proceedings of international centre for mathematical sciences on Grid adaptation in computational PDES : theory and applications: theory and applications
On spatial adaptivity and interpolation when using the method of lines
Proceedings of international centre for mathematical sciences on Grid adaptation in computational PDES : theory and applications: theory and applications
Journal of Computational and Applied Mathematics - Special issue: nonlinear problems with blow-up solutions: applications and numerical analysis
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Richtmyer's linearization (Richtmyer & Morton, 1967) applied to the classical trapezoidal formula (TF) leads to a linearly implicit trapezoidal formula, the so-called Lintrap formula. Lintrap has found extensive applications in computational fluid dynamics, plasma physics, nonlinear parabolic equations and blow-up solutions for ODEs. But, Lintrap is only first order for non-autonomous problems, and its local truncation error does not match that of TF. We present a new linearly implicit trapezoidal formula (LITF). The presented LITF is second order for non-autonomous problems and its principal local truncation error matches that of TF. For nonlinear parabolic problems, in comparison with the implicit Crank-Nicolson method, the present LITF obviates the need to solve a nonlinear system at each time step of integration. Numerical experiments reported illustrate these properties of LITF over that of Lintrap. Our experiments include viscous Burgers' equation, nonlinear diffusion and nonlinear reaction-diffusion. In each case, an LITF scheme is much superior than the Lintrap scheme and it provides accuracy comparable with that of the implicit Crank-Nicolson scheme without the need to solve a nonlinear system at each time step of integration.