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解多维抛物型偏微分方程的差分格式
摘    要:本文给出了一个解 m 维抛物型偏微分方程的差分格式,它含有两个参数α,β,当α≥1/2,β≥m 时,它是三层显格式,绝对稳定。它的截断误差为 o(τ+h~2),τ=△t,h=△x.本文可看成是[1]的格式的推广。对于二维情形,本文用数值例子验算了格式的稳定性与精确度。

关 键 词:抛物型偏微分方程  差分格式  稳定性

A FINITE DIFFERFNCE SCHEME FOR MULTIMENSIONAL PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS
Wu Weiwen Wang Wanlan. A FINITE DIFFERFNCE SCHEME FOR MULTIMENSIONAL PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS[J]. Journal of Chengdu University (Natural Science), 1989, 0(4)
Authors:Wu Weiwen Wang Wanlan
Affiliation:Wu Weiwen Wang Wanlan
Abstract:A three—level explicit difference scheme with two parameters α,β for solving parabolic partial differential equations of m—dimensionis given.The trunction error of the scheme is o(△(?)(Ax)~2).Thisscheme may be considered as an extension of Dufort-Frankel Sehem(?)[1]and is always stable for α≥1/2,β≥m.In2—dimension case,the accuracy and stability of the schemeare illuststrated by two numerical examples.
Keywords:parabolic partial differential equations  difference  stability
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