## Abstract

This article develops a new two-level three-point implicit finite difference scheme of order 2 in time and 4 in space based on arithmetic average discretization for the solution of nonlinear parabolic equation ε u _{xx} = f(x, t, u, u_{x}, u_{t}), 0 < 1 < 1, t > 0 subject to appropriate initial and Dirichlet boundary conditions, where ε > 0 is a small positive constant. We also propose a new explicit difference scheme of order 2 in time and 4 in space for the estimates of (∂u/∂x). The main objective is the proposed formulas are directly applicable to both singular and nonsingular problems. We do not require any fictitious points outside the solution region and any special technique to handle the singular problems. Stability analysis of a model problem is discussed. Numerical results are provided to validate the usefulness of the proposed formulas.

Original language | English |
---|---|

Pages (from-to) | 640-651 |

Number of pages | 12 |

Journal | Numerical Methods for Partial Differential Equations |

Volume | 23 |

Issue number | 3 |

DOIs | |

Publication status | Published - May 2007 |

Externally published | Yes |

## Keywords

- Arithmetic average discretization
- Burgers' equation
- Diffusion-convection equation
- Implicit scheme
- Nonlinear parabolic equation
- RMS errors
- Singular problem

## ASJC Scopus subject areas

- Analysis
- Numerical Analysis
- Computational Mathematics
- Applied Mathematics