A new finite difference scheme for high-dimensional heat equation

MaRDI QIDQ5052148zbMATH OpenFDO

Authors J. Biazar, Roxana Asayesh

Publication date 21 November 2022

Full work available at URL https://digitalcommons.pvamu.edu/aam/vol16/iss2/23

zbMATH Keywords

discretizationstabilityfinite difference methodparabolic equationsTaylor seriesCourant numbercentral differences

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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• An efficient high-order compact finite difference method for the Helmholtz equation
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• High-order compact finite difference scheme for option pricing in stochastic volatility jump models
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• Numerical studies for solving fractional Riccati differential equations
• Survey of the stability of linear finite difference equations
• The generalized finite difference method for long-time transient heat conduction in 3D anisotropic composite materials
• The mimetic finite difference method for the Landau-Lifshitz equation
• Trusting computations: a mechanized proof from partial differential equations to actual program

Cited in

(11)

• High Order Finite Difference Schemes for the Heat Equation Whose Convergence Rates are Higher Than Their Truncation Errors
• Discrete heat equation with shift values
• scientific article; zbMATH DE number 5631527 (Why is no real title available?)
• High order difference methods for heat equation in polar cylindrical coordinates
• scientific article; zbMATH DE number 2110831 (Why is no real title available?)
• scientific article; zbMATH DE number 7644923 (Why is no real title available?)
• scientific article; zbMATH DE number 7663187 (Why is no real title available?)
• scientific article; zbMATH DE number 7826317 (Why is no real title available?)
• scientific article; zbMATH DE number 5926482 (Why is no real title available?)
• Computational Science and Its Applications – ICCSA 2004
• scientific article; zbMATH DE number 5656945 (Why is no real title available?)

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