Characteristics finite difference schemes of second order in time for convection-diffusion problems
نویسندگان
چکیده
Two new finite difference schemes based on the method of characteristics are presented for convection-diffusion problems. Both of the schemes are of second order in time, and the matrices of the derived systems of linear equations are symmetric. No numerical integration is required for them. The one is of first order in space and the other is of second order. For the former scheme, an optimal error estimate is proved in the framework of discrete L2-theory. Numerical results are shown to recognize the convergence rates of the schemes. JEL classification: C0, C6
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