The numerical time step integrations of PDEs are mainly carried out by the finite difference method to date. However, when the time step becomes longer, it causes the problem of numerical instability. The explicit integration schemes derived by the single point precise integration method given in this paper are proved unconditionally stable. Comparisons between the schemes derived by the finite difference method and the schemes by the method imployed in the present paper are made for diffusion and convective-diffusion equations. Numerical examples show the superiority of the single point integration method.
Rethinking of the Finite Difference Time-Step IntegrationsApplied Mathematics and Mechanics
Citation InformationZhong, W. and Zhu, J. (1995). Rethinking of the Finite Difference Time-Step Integrations. Applied Mathematics and Mechanics, 16(8), 705-711, doi: 10.1007/BF02453396.