Compact difference scheme for parabolic and Schr\"odinger-type equations with variable coefficients
classification
🧮 math-ph
cs.NAmath.MPmath.NA
keywords
schemecompactparabolicschrvariablealmostboundaryclassic
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We develop a new compact scheme for second-order PDE (parabolic and Schr\"odinger type) with a variable time-independent coefficient. It has a higher order and smaller error than classic implicit scheme. The Dirichlet and Neumann boundary problems are considered. The relative finite-difference operator is almost self-adjoint.
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