Abstract

We present the numerical method for solution of some linear and non-linear parabolic equation. Using idea [1], we will present the explicit unconditional stable scheme which has no restriction on the step size ratio k/h2 where k and h are step sizes for space and time respectively. We will also present numerical results to justify the present scheme.

Highlights

  • A number of difference schemes for solving partial difference equations have been proposed by using the idea of methods of lines [2] [3]

  • The scheme is required the condition of step size ratio k h2

  • The problem considered in this paper is linear and nonlinear parabolic problem

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Summary

Introduction

A number of difference schemes for solving partial difference equations have been proposed by using the idea of methods of lines [2] [3]. The scheme is required the condition of step size ratio k h2. ≤ c0 for some constant c0 , where k and h are step sizes for space and time respectively. (2015) Unconditionally Explicit Stable Difference Schemes for Solving Some Linear and Non-Linear Parabolic Differential Equation. We propose the difference approximation to (1.1) where the step size ratio is defined by k c = h2 .

Difference Scheme
Convergence
Stability
Numerical Example
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