摘要:Based on the locally one-dimensional strategy, we propose two high order finite difference schemes for solving two-dimensional linear parabolic equations. In the first method, fourth order approximation in space and ( 2 , 2 ) $(2,2)$ Padé formula in time are considered. These lead to a fourth order finite difference scheme in both space and time. For the second method, we employ sixth order approximation in space and ( 3 , 3 ) $(3,3)$ Padé formula in time. This yields a novel sixth order scheme in both space and time. The methods are proved to be unconditionally stable, and the Sheng–Suzuki barrier is successfully avoided. Numerical experiments are given to illustrate our conclusions as well as computational effectiveness.
关键词:Parabolic equations ; Locally one-dimensional strategy ; Padé approximations ; High order methods ; Unconditional stability