A Five-Step Block Method Coupled with Symmetric Compact Finite Difference Scheme for Solving Time-Dependent Partial Differential Equations

Abstract

In this article, we present a five-step block method coupled with an existing fourth-order symmetric compact finite difference scheme for solving time-dependent initial-boundary value partial differential equations (PDEs) numerically. Firstly, a five-step block method has been designed to solve a first-order system of ordinary differential equations that arise in the semi-discretisation of a given initial boundary value PDE. The five-step block method is derived by utilising the theory of interpolation and collocation approaches, resulting in a method with eighth-order accuracy. Further, characteristics of the method have been analysed, and it is found that the block method possesses A-stability properties. The block method is coupled with an existing fourth-order symmetric compact finite difference scheme to solve a given PDE, resulting in an efficient combined numerical scheme. The discretisation of spatial derivatives appearing in the given equation using symmetric compact finite difference scheme results in a tridiagonal system of equations that can be solved by using any computer algebra system to get the approximate values of the spatial derivatives at different grid points. Two well-known test problems, namely the nonlinear Burgers equation and the FitzHugh-Nagumo equation, have been considered to analyse the proposed scheme. Numerical experiments reveal the good performance of the scheme considered in the article.

Keywords

• PDEs
• block methods
• compact finite difference scheme
• stability