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5.2 Initial Value Problems II: Conservative-parabolic DE
Diffusion:
Best: 2 second-order schemes
- Crank-Nicholson
- Dufort-Frankel
But: first-order algorithms perform well, too
- FTCS (one up for old Leonhard E.!)
- Implicit (even better - good enough for many purposes!)
Subsections
Franz J. Vesely Oct 2005
See also: "Computational Physics - An Introduction," Kluwer-Plenum 2001