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The Computer Journal 1970 13(1):92-97; doi:10.1093/comjnl/13.1.92
© 1970 by British Computer Society
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The stability of the Du Fort-Frankel method for the diffusion equation with boundary conditions involving space derivatives

P. J. Taylor *

Department of Mathematics, The University of Calgary, Calgary, Canada

It is shown that the Du Fort-Frankel method is unstable for the diffusion equation, if the usual central difference approximations are made to linear boundary conditions involving first order space derivatives. This is shown to be true even when the corresponding differential equation is stable. A modified boundary condition is presented which is proved to be stable provided the differential equation is stable.

Received January 1969.

* Department of Mathematics, The University of Calgary (On lease from the Department of Mathematics, The University of Southampton)


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