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5.2.4 Dufort-Frankel Scheme (DF)
DST in time and space, but in place of use
:
or, with
,
The DF algorithm is of second order in . In contrast to CN,
it is an explicit expression for .
Stability:
Considering in turn the cases
and
we find that
always; the method is unconditionally stable.
Franz J. Vesely Oct 2005
See also: "Computational Physics - An Introduction," Kluwer-Plenum 2001