A new difference scheme with high accuracy and absolute stability for solving convection-diffusion equations (Q2390005)

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A new difference scheme with high accuracy and absolute stability for solving convection-diffusion equations
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    A new difference scheme with high accuracy and absolute stability for solving convection-diffusion equations (English)
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    20 July 2009
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    The authors deal with a numerical solution of one-dimensional time-dependent convection-diffusion equation with the aid of high order finite difference method. The method is presented and the unconditional stability is proved. Finally, numerical examples show that the presented method is more accurate than Crank-Nicolson method.
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    finite difference method
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    1D convection-diffusion equation
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    stability
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    comparison of methods
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    Toeplitz matrix
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    Krylov subspace method
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    numerical examples
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    Crank-Nicolson method
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