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On leap-frog-Chebyshev schemes

Hochbruck, Marlis; Sturm, Andreas


This paper is dedicated to the improvement of the efficiency of the leap-frog method for second order differential equations. In numerous situations the strict CFL condition of the leap-frog method is the main bottleneck that thwarts its performance. Based on Chebyshev polynomials new methods have been constructed that exhibit a much weaker CFL condition than the leap-frog method. However, these methods do not even approximately conserve the energy of the exact solution which can result in a bad approximation quality. In this paper we propose two remedies to this drawback. For linear problems we show by using energy techniques that damping the Chebyshev polynomial leads to approximations which approximately preserve a discrete energy norm over arbitrary long times. Moreover, with a completely different approach based on generating functions, we propose to use special starting values that considerably improve the stability. We show that the new schemes arising from these modifications are of order two and can be modified to be of order four. These convergence results apply to semilinear problems. Finally, we discuss the efficient implementation of the new schemes and give generalizations to fully nonlinear equations.

Volltext §
DOI: 10.5445/IR/1000085527
Veröffentlicht am 27.08.2018
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Angewandte und Numerische Mathematik (IANM)
Sonderforschungsbereich 1173 (SFB 1173)
Publikationstyp Forschungsbericht/Preprint
Publikationsjahr 2018
Sprache Englisch
Identifikator ISSN: 2365-662X
KITopen-ID: 1000085527
Verlag Karlsruher Institut für Technologie (KIT)
Umfang 21 S.
Serie CRC 1173 ; 2018/17
Schlagwörter time integration, Hamiltonian systems, wave equation, 2nd order ode, leap-frog method, CFL condition, Chebyshev polynomials, stability analysis, error analysis, energy techniques, generating functions
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