Modified Crank-Nicholson difference schemes for ultra-parabolic equations
In this paper, our interest is in studying the stability of a second-order difference scheme for the approximate solution of the initial value problem for ultra-parabolic equations. A difference scheme of second order of accuracy is presented. The stability estimates for the solution of this difference scheme are established. A numerical example is given to illustrate the applicability and efficiency of our method. (C) 2012 Elsevier Ltd. All rights reserved.
difference schemes ultra-parabolic equations stability estimates matlab implementation numerical solutions