Crank-Nicholson-Du Fort and Frankel-Lax-Friedrich's hybrid finite difference schemes arising from operator splitting for solving 2-dimensional heat equation

Abstract

We develop hybrid finite difference schemes arising from operator splitting to solve 2-D heat equations. We develop CrankNicholson-Du Fort and Frankel-Lax-Friedrich’s method. We determine that the hybrid Crank-Nicholson-Du Fort and Frankel-Lax-Friedrich’s method is the more accurate than the pure Cranck-Nicholson Scheme. This method is also unconditionally stable because they are CrankNicholson based. The methods that involve Du Fort and Frankel discretization are three-level.