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The iterated Crank-Nicolson (ICN) method is a successful numerical algorithm in numerical relativity for solving partial differential equations. The $theta$-ICN method is the extension of the original ICN method where $theta$ is the weight when averaging the predicted and corrected values. It has better stability when $theta$ is chosen to be larger than 0.5, but the accuracy is reduced since the $theta$-ICN method is second order accurate only when $theta$ = 0.5. In this paper, we propose two modified $theta$-ICN algorithms that have second order of convergence rate when $theta$ is not 0.5, based on two different ways to choose the weight $theta$. The first approach employs two geometrically averaged $theta$s in two iterations within one time step, and the second one uses arithmetically averaged $theta$s for two consecutive time steps while $theta$ remains the same in each time step. The stability and second order accuracy of our methods are verified using stability and truncation error analysis and are demonstrated by numerical examples on linear and semi-linear hyperbolic partial differential equations and Burgers equation.
The aim of this paper is to establish the convergence and error bounds to the fully discrete solution for a class of nonlinear systems of reaction-diffusion nonlocal type with moving boundaries, using a linearized Crank-Nicolson-Galerkin finite eleme
This paper investigates the inverse scattering problems using sampling methods with near field measurements. The near field measurements appear in two classical inverse scattering problems: the inverse scattering for obstacles and the interior invers
We study the Crank-Nicolson scheme for stochastic differential equations (SDEs) driven by multidimensional fractional Brownian motion $(B^{1}, dots, B^{m})$ with Hurst parameter $H in (frac 12,1)$. It is well-known that for ordinary differential equa
This paper reinforces numerical iterated integration developed by Muhammad--Mori in the following two points: 1) the approximation formula is modified so that it can achieve a better convergence rate in more general cases, and 2) explicit error bound
In this paper, we discuss the nonlinear stability and convergence of a fully discrete Fourier pseudospectral method coupled with a specially designed second order time-stepping for the numerical solution of the good Boussinesq equation. Our analysis