抛物型方程变步长显格式算法的步长选取

Stepsize of the Variable-Step Explicit Scheme for Parabolic Differential Equations

§1.引言考虑抛物型方程众所周知,有求此方程数值解的古典显式差分格式算法:此格式的缺点是r>1/2时算法不稳定,从而限制了步长τ的选取范围。

For approximating parabolic, differental equations, we adopt the explicit dif-ference scheme with n-cyclic-step and obtained a necssary and sufficient conditionof the best stepsize of stable scheme. It raised efficency u-fold from the classicalexplicit scheme.