Fast group explicit algorithms for diffusion problems

Abstract

In this paper fast algorithms based on the Group Explicit (GE) formula are derived and the implementation procedure described for the diffusion problem. The new algorithms have computational cost which is half that of the classical explicit method. Furthermore they are shown to be as accurate as the earlier methods with reduced stability problems.

Keywords:

• Diffusion equation
• group explicit method
• fast algorithm

C.R. Categories:

• G.1.8