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In this paper we consider the time discretization of parabolic and certain classes of hyperbolic partial differential equations.
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We also provide an error analysis for a simple differential model problem when a BDF method is considered for the time discretization and only few Newton iterations are performed at each temporal instant.
For this model problem, we consider the time evolution of the interplay of round-off and discretization errors for semi-Lagrangian and FFT based methods.
Consider the time horizon.
Consider the time commitment.
For the time discretization, we consider both Runge Kutta methods and exponential integrators, and show results for 1D and 2D cases (2D and 4D in phase space, respectively).
For the time discretization backward Euler's method is used.
We design a nonlinear numerical scheme for the time discretization.
The crucial idea is based on the discretization of the RLW equation with the aid of a combination of the discontinuous Galerkin method for the space semi-discretization and the backward difference formula for the time discretization.
Specifically, suppose that the grid size of the time discretization is n and the size of the space discretization is m.
Obviously by rewriting the latter we acquire Eq. (39) for the time discretization.
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