A new linearly implicit trapezoidal formula for nonlinear parabolic equations

  • Authors:
  • M. M. Chawla

  • Affiliations:
  • Department of Mathematics & Computer Science, Kuwait University, P.O. Box 5969, Safat 13060, Kuwait

  • Venue:
  • Neural, Parallel & Scientific Computations
  • Year:
  • 2003

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Abstract

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.