Time filters increase accuracy of the fully implicit method

This report considers the effect of adding a simple time filter to the fully implicit or backward Euler method. The approach is modular and requires the addition of only one line of additional code. Error estimation and variable time step are straightforward and the individual effect of each step is...

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Published inBIT Vol. 58; no. 2; pp. 301 - 315
Main Authors Guzel, Ahmet, Layton, William
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Netherlands 01.06.2018
Springer Nature B.V
Subjects
Computational Mathematics and Numerical Analysis
Curvature
Implicit methods
Mathematics
Mathematics and Statistics
Numeric Computing
65L05
65L04
Linear multistep method
Time filter
A-stability
Online AccessGet full text
ISSN0006-3835
1572-9125
DOI10.1007/s10543-018-0695-z

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Abstract This report considers the effect of adding a simple time filter to the fully implicit or backward Euler method. The approach is modular and requires the addition of only one line of additional code. Error estimation and variable time step are straightforward and the individual effect of each step is conceptually clear. The backward Euler method with a curvature reducing time filter induces an equivalent 2-step, second order, A -stable, linear multistep method.
AbstractList This report considers the effect of adding a simple time filter to the fully implicit or backward Euler method. The approach is modular and requires the addition of only one line of additional code. Error estimation and variable time step are straightforward and the individual effect of each step is conceptually clear. The backward Euler method with a curvature reducing time filter induces an equivalent 2-step, second order, A -stable, linear multistep method.
This report considers the effect of adding a simple time filter to the fully implicit or backward Euler method. The approach is modular and requires the addition of only one line of additional code. Error estimation and variable time step are straightforward and the individual effect of each step is conceptually clear. The backward Euler method with a curvature reducing time filter induces an equivalent 2-step, second order, A-stable, linear multistep method.
Author Guzel, Ahmet
Layton, William
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  email: wjl@pitt.edu
  organization: Department of Mathematics, University of Pittsburgh
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Cites_doi 10.1007/978-0-85729-148-6
10.1007/978-3-319-58002-9
10.1175/2010MWR3601.1
10.1007/978-3-662-09947-6
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Linear multistep method
Time filter
A-stability
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Snippet This report considers the effect of adding a simple time filter to the fully implicit or backward Euler method. The approach is modular and requires the...
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SubjectTerms Computational Mathematics and Numerical Analysis
Curvature
Implicit methods
Mathematics
Mathematics and Statistics
Numeric Computing
Title Time filters increase accuracy of the fully implicit method
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