Explicit numerical formulas of improved stability and accuracy for the solution of parabolic equations
A class of explicit numerical formulas which involve next nearest neighbor as well as nearest neighbor points are explored in this paper. These formulas are formal approximations to the linear parabolic partial-differential equation of first order in time and second order in distance. It was found that some of these formulas can employ time steps as much as four times that for the conventional explicit technique without becoming unstable. Others showed improved accuracy for a given time step and spatial grid spacing. One formula achieved a steady-state solution of specified accuracy for an example problem in less than 4 percent of the total computational time required by the conventional explicit technique.