Abstract
Most conventional explicit finite difference schemes, e. g. Euler's scheme, for solving the parabolic equation of Schroedinger type u//t equals iu//x//x are unconditionally unstable. This difficulty can be overcome by introducing a dissipative term to the conventional explicit schemes. Based on this approach, we derive a class of new explicit finite difference schemes which are conditionally stable, spans two time levels and are O(k, h**2) accurate. We also determine the schemes from this class that have the least restrictive stability requirements. It is interesting to note that the analog of the Lax-Wendroff scheme is unstable.
Original language | English (US) |
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Pages (from-to) | 274-281 |
Number of pages | 8 |
Journal | SIAM Journal on Numerical Analysis |
Volume | 23 |
Issue number | 2 |
DOIs | |
State | Published - 1986 |
Externally published | Yes |
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics
- Numerical Analysis