Accelerating technique for implicit finite difference schemes for two dimensional parabolic partial differential equations

ArticleinInternational Journal of Computer Mathematics 77(1):135-144 · January 2001with2 Reads
Impact Factor: 0.82 · DOI: 10.1080/00207160108805056

    Abstract

    In this paper we define a new accurate fast implicit method for the finite difference solution of the two dimensional parabolic partial differential equations with first level condition, which may be obtained by any other method. The stability region is discussed. The suggested method is considered as an accelerating technique for the implicit finite difference scheme, which is used to find the first level condition. The obtained results are compared with some famous finite difference schemes and it is in satisfactory agreement with the exact solution.