Abstract

Block methods for the finite difference solution of linear one dimensional parabolic partial differential equations are considered. These schemes use two linear multistep formulae which, when applied simultaneously, advance the numerical solution by two time steps. No special starting procedure is required for their implementation. By careful choice of the coefficients in these formulae, all of the block methods derived in this paper are unconditionally stable and have high order accuracy. In addition, some of these schemes are suitable for problems involving a discontinuity between the initial and boundary conditions. The results of numerical experiments on two test problems are presented.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.