A new high-order compact finite difference scheme based on precise integration method for the numerical simulation of parabolic equations

Abstract

This paper presents two high-order exponential time differencing precise integration methods (PIMs) in combination with a spatially global sixth-order compact finite difference scheme (CFDS) for solving parabolic equations with high accuracy. One scheme is a modification of the compact finite difference scheme of precise integration method (CFDS-PIM) based on the fourth-order Taylor approximation and the other is a modification of the CFDS-PIM based on a (4 , 4) -Padé approximation. Moreover, on coupling with the Strang splitting method, these schemes are extended to multi-dimensional problems, which also have fast computational efficiency and high computational accuracy. Several numerical examples are carried out in order to demonstrate the performance and ability of the proposed schemes. Numerical results indicate that the proposed schemes improve remarkably the computational accuracy rather than the empirical finite difference scheme. Moreover, these examples show that the CFDS-PIM based on the fourth-order Taylor approximation yields more accurate results than the CFDS-PIM based on the (4 , 4) -Padé approximation.