A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.

DOI10.1016/j.amc.2015.10.013zbMath1410.65356OpenAlexW2184962859MaRDI QIDQ668863

S. González-Pinto, S. Pérez-Rodríguez, D. Hernández-Abreu, Rüdiger Weiner

Publication date: 19 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.10.013

zbMATH Keywords

finite differencesapproximate matrix factorizationstability and convergenceevolutionary advection-diffusion-reaction partial differential equationsW-methods

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (10)

PDE-W-methods for parabolic problems with mixed derivatives ⋮ W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs ⋮ Generalized TASE-RK methods for stiff problems ⋮ Time-accurate and highly-stable explicit peer methods for stiff differential problems ⋮ AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model ⋮ A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization ⋮ AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models ⋮ AMF-type W-methods for Parabolic Problems with Mixed Derivatives ⋮ High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems ⋮ W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms

Uses Software

• RKC
• RODAS
• ROWMAP
• LSODA

Cites Work

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