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A Crank-Nicolson Difference Scheme for Solving a Type of Variable Coefficient Delay Partial Differential Equations

Wei Gu and Peng Wang

Journal of Applied Mathematics, 2014, vol. 2014, 1-6

Abstract:

A linearized Crank-Nicolson difference scheme is constructed to solve a type of variable coefficient delay partial differential equations. The difference scheme is proved to be unconditionally stable and convergent, where the convergence order is two in both space and time. A numerical test is provided to illustrate the theoretical results.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:560567

DOI: 10.1155/2014/560567

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