Compact difference scheme for parabolic and Schr\"odinger-type equations with variable coefficients
Mathematical Physics
2018-11-14 v2 math.MP
Numerical Analysis
Abstract
We develop a new compact scheme for second-order PDE (parabolic and Schr\"odinger type) with a variable time-independent coefficient. It has a higher order and smaller error than classic implicit scheme. The Dirichlet and Neumann boundary problems are considered. The relative finite-difference operator is almost self-adjoint.
Cite
@article{arxiv.1712.05214,
title = {Compact difference scheme for parabolic and Schr\"odinger-type equations with variable coefficients},
author = {Vladimir Gordin and Evgenii Tsymbalov},
journal= {arXiv preprint arXiv:1712.05214},
year = {2018}
}
Comments
v2