A Five-Point Finite Difference Method for Solving Parabolic Partial Differential Equations
A five-point finite-difrerence procedure is presented which can be used to solve partial differential equations involving time or time-like derivatives and two spatial conditions (i.e. parabolic partial differential equations). Fourth-order accuracy is obtained by approximating the time derivative by five-point central finite differences and solving the resulting system of equations implicitly. The 1- and 2-D diffusion equations are solved to illustrate the procedure.
Published in Computers & Chemical Engineering, Volume 14, Issue 8, 1990, pages 921-924.
Copyright Elsevier, 1990.
Kimble, M. C. & White, R. E. (1990). A Five-Point Finite Difference Method for Solving Parabolic Partial Differential Equations. Computers & Chemical Engineering, 14 (8), 921 – 924. http://dx.doi.org/10.1016/0098-1354(90)87047-S