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5.2.5 Resumé: Conservative-parabolic DE


$\displaystyle \frac{\partial u}{\partial t}$ $\textstyle =$ $\displaystyle \lambda \frac{\partial^{2} u}{\partial x^{2}}$  





- Use Crank-Nicholson! (2nd order implicit scheme; needs recursion)
- If too lazy for implicit scheme, use Dufort-Frankel (2nd order explicit)
- If 1st order is sufficient, use implicit scheme

Franz J. Vesely Oct 2005
See also:
"Computational Physics - An Introduction," Kluwer-Plenum 2001