A New Linearly Extrapolated Crank-nicolson Time-stepping Scheme for the Nse
نویسنده
چکیده
We investigate the stability of a fully-implicit, linearly extrapolated Crank-Nicolson (CNLE) time-stepping scheme for finite element spatial discretization of the Navier-Stokes equations. Although presented in 1976 by Baker and applied and analyzed in various contexts since then, all known convergence estimates of CNLE require a time-step restriction. We propose a new linear extrapolation of the convecting velocity for CNLE that ensures energetic stability without introducing an undesirable exponential Gronwall constant. Such a result is unknown for conventional CNLE for inhomogeneous boundary data (usual techniques fail!). Numerical illustrations are provided showing that our new extrapolation clearly improves upon stability and accuracy from conventional CNLE.
منابع مشابه
An ADI Crank-Nicolson Orthogonal Spline Collocation Method for the Two-Dimensional Fractional Diffusion-Wave Equation
A new method is formulated and analyzed for the approximate solution of a twodimensional time-fractional diffusion-wave equation. In this method, orthogonal spline collocation is used for the spatial discretization and, for the time-stepping, a novel alternating direction implicit (ADI) method based on the Crank-Nicolson method combined with the L1-approximation of the time Caputo derivative of...
متن کاملGoal-Oriented Error Estimation for the Fractional Step Theta Scheme
In this work, we derive a goal-oriented a posteriori error estimator for the error due to time-discretization of nonlinear parabolic partial differential equations by the fractional step theta method. This time-stepping scheme is assembled by three steps of the general theta method, that also unifies simple schemes like forward and backward Euler as well as the Crank–Nicolson method. Further, b...
متن کاملA Computational Scheme for Options under Jump Diffusion Processes
In this paper we develop two novel numerical methods for the partial integral differential equation arising from the valuation of an option whose underlying asset is governed by a jump diffusion process. These methods are based on a fitted finite volume method for the spatial discretization, an implicit-explicit time stepping scheme and the Crank-Nicolson time stepping method. We show that the ...
متن کاملOption pricing using TR-BDF2 time stepping method
The Trapezoidal Rule with second order Backward Difference Formula (TR-BDF2) time stepping method was applied to the Black-Scholes PDE for option pricing. It is proved that TR-BDF2 time stepping method is unconditionally stable, and compared to the usual Crank-Nicolson time stepping method, the TR-BDF2 shows fewer oscillations when computing the derivatives of the solution, which are important ...
متن کاملImproved Accuracy for Locally One-Dimensional Methods for Parabolic Equations
Classical alternating direction (AD) and fractional step (FS) methods for parabolic equations, based on some standard implicit time stepping procedure such as Crank-Nicolson, can have errors associated with the AD or FS perturbations that are much larger than the errors associated with the underlying time stepping procedure. We show that minor modi cations in the AD and FS procedures can virtua...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2011