Compact difference scheme for parabolic and Schrödinger-type equations with variable coefficients

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Publication:2002340



Abstract: We develop a new compact scheme for second-order PDE (parabolic and Schr"odinger type) with a variable time-independent coefficient. It has a higher order and smaller error than classic implicit scheme. The Dirichlet and Neumann boundary problems are considered. The relative finite-difference operator is almost self-adjoint.




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