Kimble, M. C., and R. E. White. 1990. “A five-point finite difference method for solving parabolic partial differential equations”. Computers and Chemical Engineering 14 (8): 921-24.
Abstract
A five-point finite-difrerence procedure is presented which can be used to solve partial differential equations involving time or time-like derivatives and two spatial conditions (i.e. parabolic partial differential equations). Fourth-order accuracy is obtained by approximating the time derivative by five-point central finite differences and solving the resulting system of equations implicitly. The 1- and 2-D diffusion equations are solved to illustrate the procedure. © 1990.
Last updated on 09/07/2023