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arxiv: 1712.05214 · v2 · pith:V4BCNAUWnew · submitted 2017-12-14 · 🧮 math-ph · cs.NA· math.MP· math.NA

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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