一类二维抛物型方程的有限差分方法

摘要

针对一类二维抛物型方程，建立了一个在空间和时间方向上均具有二阶精度的有限差分格式，并分析其稳定性。比较以往算法，该格式具有精度相对较高，无条件稳定等优点。%　　A finite difference scheme with accuracies of second order in space and in time was constructed for a kind of two-dimensional parabolic equation,the stability was analysised.Compared to traditional algorithms,the scheme have high accuracy and unconditional stability.