Stable explicit difference approximations to parabolic partial differential equations

Abstract

AbstractA finite‐difference method is developed for numerical solution of parabolic partial differential equations. This technique is explicit and stable. It is shown that the present method is more accurate and faster, in terms of computer time, than the Crank‐Nicholson method. A method of handling nonlinear problems is also presented. Two examples are given to illustrate the present technique. The first problem is a linear diffusion equation. The second problem deals with two simultaneous nonlinear parabolic partial differential equations with Neumann boundary conditions describing the steady state of a packed‐bed catalytic reactor with radial mixing.