Explicit schemes for parabolic and hyperbolic equations (1310.4046v1)

Abstract: Standard explicit schemes for parabolic equations are not very convenient for computing practice due to the fact that they have strong restrictions on a time step. More promising explicit schemes are associated with explicit-implicit splitting of the problem operator (Saul'yev asymmetric schemes, explicit alternating direction (ADE) schemes, group explicit method). These schemes belong to the class of unconditionally stable schemes, but they demonstrate bad approximation properties. These explicit schemes are treated as schemes of the alternating triangle method and can be considered as factorized schemes where the problem operator is splitted into the sum of two operators that are adjoint to each other. Here we propose a multilevel modification of the alternating triangle method, which demonstrates better properties in terms of accuracy. We also consider explicit schemes of the alternating triangle method for the numerical solution of boundary value problems for hyperbolic equations of second order. The study is based on the general theory of stability (well-posedness) for operator-difference schemes.