A new high-order accuracy explicit difference scheme for solving three-dimensional parabolic equations (Q1271659)

This paper is concerned with the numerical solution of an initial-boundary value problem for the three-dimensional linear heat equation. The author proposes a new three-level explicit difference scheme with the truncation error \(O(\Delta t^2+\Delta x^4)\) and obtains the stability condition: \(\Delta t/\Delta x^2 =\Delta t/\Delta y^2 =\Delta t/\Delta z^2\leq 1/4\). The proposed difference scheme keeps the high-order accuracy, and moreover, it improves the known stability condition. A numerical example demonstrates the theoretic analysis.