Unconditionally stable explicit difference schemes for the variable coefficients parabolic differential equation (IV)

Abstract

In this paper, we study an explicit difference scheme for solving one space dimensional parabolic differential equations. Some new algorithms for such a problem with variable coefficients and Dirichlet boundary conditions were presented in our earlier paper [2]. The schemes proposed there are stable for any space and time step-size. In this paper, we study the problem with Neumann boundary conditions where the constructed schemes are also stable for any space and time step-size. Numerical test data supporting our algorithms are presented at the end. © Springer-Verlag Berlin Heidelberg 2003.