Invariantization of the Crank Nicolson method for Burgers’ equation

Abstract In this article, a geometric technique to construct numerical schemes for partial differential equations (PDEs) that inherit Lie symmetries is proposed. The moving frame method enables one to adjust the numerical schemes in a geometric manner and systematically construct proper invariant versions of them. To illustrate the method, we study invariantization of the Crank–Nicolson scheme for Burgers’ equation. With careful choice of normalization equations, the invariantized schemes are shown to surpass the standard scheme, successfully removing numerical oscillation around sharp transition layers.

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