An effective finite difference method for solving 2D PDEs

In this paper, an efficient high order compact finite difference method for the two dimensional unsteady nonlinear parabolic differential equations is presented. In this development, the Peaceman- Rachford method has been modified suitably to take care of nonlinear forcing term of the equation appropriately. Numerical examples are presented to demonstrate the efficiency and accuracy of the new scheme.

Keywords:

Compact finite difference , Peaceman-Rachford method , nonlinear parabolic differential equation