Given an $A$-stable rational approximation to $e^z$ of order $p$, numerical procedures are suggested to time integrate abstract, well-posed IBVPs, with time-dependent source term $f$ and boundary value $g$. These procedures exhibit the optimal order $p$ and can be implemented by using just one single evaluation of $f$ and $g$ per step, i.e., no evaluations of the derivatives of data are needed, and are of practical use at least for $p\le 6$. The full discretization is also studied and the theoretical results are corroborated by numerical experiments.
翻译:给定一个$A$稳定且阶数为$p$的关于$e^z$的有理逼近,本文提出了数值方法来时间积分具有时变源项$f$和边界值$g$的抽象适定初边值问题。这些方法展现出最优阶$p$,并且每步仅需对$f$和$g$进行一次求值即可实现,即无需对数据的导数进行求值,至少对于$p\le 6$的情况具有实用价值。本文也研究了完全离散化,并通过数值实验验证了理论结果。