A high-order parallel finite difference algorithm (Q864780)

The authors present a high-order parallel finite difference algorithm for the heat equation, and prove its stability and convergence in \(L^2\)-norm. The convergence rate of the method is of order three and the time step can be taken as at least \(1+{\sqrt{6}\over 3}\) times that of the classical explicit scheme. They also give numerical results to show that the stability condition and convergence rate are sharp, and the accuracy is better than in several methods presented before.