Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
A Local Crank-Nicolson Method for The Two-Dimensional Heat Equation
Abdurishit AbuduwaliMichio SakakiharaHiroshi Niki
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1992 Volume 2 Issue 4 Pages 267-283

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Abstract
This paper describes a numerical method for solving initial-boundary value problems of parabolic equations. Based on a representation of the Trotter product, we derive a new technique for tow-dimensional problems, which does not yield a large linear system, by using a splitting of th coefficient matrix. Furthermore, we prove that the proposed method, which is explicit, is unconditionally stable. Some numerical examples show that our method is superior to the Crank-Nicolson method.
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© 1992 The Japan Society for Industrial and Applied Mathematics
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