Bj. Noye et M. Dehghan, A TIME-SPLITTING FINITE-DIFFERENCE METHOD FOR 2-DIMENSIONAL DIFFUSIONWITH AN INTEGRAL CONDITION, Communications in numerical methods in engineering, 10(8), 1994, pp. 649-660
A new fourth-order locally one-dimensional (LOD) finite difference sch
eme based upon the Noye-Hayman method for one-dimensional diffusion is
used to solve a two-dimensional time-dependent diffusion equation wit
h an integral condition replacing one boundary condition. Numerical te
sting shows this gives better results than a locally one-dimensional s
cheme based on the classical forward-time centred-space (FTCS) method
for one-dimensional diffusion except when the diffusion number is 1/6
and the methods are identical. Results from some numerical experiments
are presented.