A Weighted Difference Scheme and Calculation of Parabolic Equation

Yunhui Li, Kun Ge, B. Gui, Min-li Yan
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Abstract

In practical simulations, difference algorithms are often chosen to solve large partial differential equations. In this paper, a new weighted three-implicit difference scheme is constructed for one-dimensional parabolic equation. The truncation error and stability of difference scheme are studied in detail. Numerical results show that the new method is feasible and effective, indeed.
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抛物型方程的加权差分格式及计算
在实际模拟中,差分算法经常被用来求解大型偏微分方程。本文构造了一维抛物型方程的一种新的加权三隐差分格式。详细研究了差分格式的截断误差和稳定性。数值结果表明,该方法是可行和有效的。
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