Boosting the accuracy of finite difference schemes via optimal time step selection and non-iterative defect correction

Abstract

In this article, we present a unified analysis of the simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations (PDEs) by optimally selecting the time step used to advance the numerical solution and adding defect correction terms in a non-iterative manner. The power of the technique, which is applicable to time dependent, semilinear, scalar PDEs where the leading-order spatial derivative has a constant coefficient, is its ability to increase the accuracy of formally low-order finite difference schemes without major modification to the basic numerical algorithm. Through straightforward numerical analysis arguments, we explain the origin of the boost in accuracy and estimate the computational cost of the resulting numerical method. We demonstrate the utility of optimal time step (OTS) selection combined with non-iterative defect correction (NIDC) on several different types of finite difference schemes for a wide array of classical linear and semilinear PDEs in one and more space dimensions on both regular and irregular domains.