Fourth-order numerical solutions of diffusion equation by using SOR method with Crank-Nicolson approach

Abstract

The aim of this paper is to investigate the effectiveness of the Successive Over-Relaxation (SOR) iterative method by using the fourth-order Crank-Nicolson (CN) discretization scheme to derive a five-point Crank-Nicolson approximation equation in order to solve diffusion equation. From this approximation equation, clearly, it can be shown that corresponding system of five-point approximation equations can be generated and then solved iteratively. In order to access the performance results of the proposed iterative method with the fourth-order CN scheme, another point iterative method which is Gauss-Seidel (GS), also presented as a reference method. Finally the numerical results obtained from the use of the fourth-order CN discretization scheme, it can be pointed out that the SOR iterative method is superior in terms of number of iterations, execution time, and maximum absolute error.