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Research Article Open access CC BY 4.0

On the Convergence and Stability of Finite Difference Method for Parabolic Partial Differential Equations

B. J. Omowo, I. O. Longe, C. E. Abhulimen, H. K. Oduwole

Journal of Advances in Mathematics and Computer Science · pp. 58–67 · Published 21 Dec 2021

10.9734/jamcs/2021/v36i1030412

Abstract

In this paper, we verify the convergence and stability of implicit (modified) finite difference scheme. Knowing fully that consistency and stability are very important criteria for convergence, we have prove the stability of the modied implicit scheme using the von Newmann method and also verify the convergence by comparing the numerical solution with the exact solution. The results shows that the schemes converges even as the step size is rened.

Finite difference scheme Crank-Nicolson scheme stability modifed Crank-Nicolson scheme diffusion equations.

Cited by 9

Solutions of One Dimensional Parabolic Partial Differential Equations: An Improved Finite Difference Approach

Omowo Johnson, Adeniran Oludare, Adetunkasi Flora · American Journal of Applied Mathematics · 2025

A numerical solution of a min–max differential games based on the finite difference method

Abd El-Monem A. Megahed, Nesreen M. Kamel, I. M. Hanafy · Quality & Quantity · 2025

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