Explictt two-level finite-difference methods for the two-dimensional diffusion equation

Abstract

Several two-level explicit finite-difference methods for solving the constant coefficient two-dimensional diffusion equation are developed. The methods use grid points from only two time levels, and are optimised to give the truncation error of highest order in their modified equivalent equations. The accuracy of the resulting methods are verified by numerical testing.

Keywords:

• Diffusion
• two-dimensional
• finite-differences
• explicit

C.R. Categories:

• G1.8