Accuracy of Finite Difference Methods for Solution of the Transient Heat Conduction (Diffusion) Equation.

The two-dimensional transient heat conduction diffusion equation was solved using the fully explicit, fully implicit, Crank-Nicholson implicit, and Peaceman-Rachford alternating direction implicit ADI finite difference methods FDMTHs. The general stability condition for the same FDMTHs was derived by the matrix, coefficient, and a probabilistic method. The matrix, coefficient, and probabilistic methods were found to be equivalent in that each lead to the same general stability condition. Oscillatory behavior of the fully explicit FDMTH was as predicted by the general stability condition. Though the Crank-Nicholson implicit and the Peaceman-Rachford ADI FDMTHs were expected to be unconditionally stable, unstable oscillations were observed for large sizes of time step. For large numbers of time steps and sizes of time steps for which all FDMTHs considered are stable, the Crank-Nicholson implicit FDMTH is the more accurate. Author