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scientific article; zbMATH DE number 1854242
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scientific article; zbMATH DE number 1854242 |
Statements
8 February 2004
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parabolic equations
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high order finite difference schemes
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heat equation
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numerical examples
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error bound
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initial-boundary value problem
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stability
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A high order explicit numerical scheme is proposed for an initial-boundary value problem for a linear constant coefficient heat conductivity equation in two space dimension. The equation is discretized on the unit square on a uniform Cartesian mesh using some variant of the undefined coefficient method. In internal nodal points the resulting parametrized family of explicit three level finite difference schemes has third order in accuracy time and fourth order accuracy in space in the sense of the local truncation error. A stability theorem is proved under usual stability criteria for parabolic equations, also free parameters are restricted further. A numerical test case result reports on the improved accuracy of the presented scheme.
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