A new class of one-step A-stable and L-stable schemes of high-order accuracy for parabolic type equations

Abstract

Recently, a new class of BDF schemes proposed in [F. Huang and J. Shen, SIAM J Numer. Anal., 62.4, 1609--1637] for the parabolic type equations are studied in this paper. The basic idea is based on the Taylor expansions at time $t^{n+\beta}$ with $\beta>1$ being a tunable parameter. These new BDF schemes allow larger time steps at higher order r for stiff problems than that which allowed with a usual higher-order scheme. However, multi-step methods like BDF exhibit inherent disadvantages relative to one-step methods in practical implementations. In this paper, inspired by their excellent work, we construct a new class of high-order one-step schemes for linear parabolic-type equations. These new schemes, with several suitable $\beta_i$, can achieve A-stable, or even L-stable. Specially, the new scheme with special parameters $\beta_i$ can be regarded as the classical one-step Runge-Kutta scheme with a stabilized term. Besides, we provide two different techniques to construct the one-step high-order schemes: the first one is by choosing different parameters $\beta_i$, and the second one is by increasing the number of intermediate layers. Both methods have been proven to be highly effective and even exhibit superconvergence property. Finally, we also conducted several numerical experiments to support our conclusions.