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Solutions of One Dimensional Parabolic Partial Differential Equations: An Improved Finite Difference Approach

Received: 7 May 2025     Accepted: 6 June 2025     Published: 14 July 2025
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Abstract

This paper introduces a finite difference scheme derived from the classical Crank-Nicolson method. The proposed scheme offer an improved spatial accuracy while maintaining the second-order temporal accuracy of the original Crank-Nicolson scheme. The higher order of spatial accuracy leads to improved convergence properties. The consistency and stability of the new scheme are analyzed using Taylor series expansion and von Neumann stability analysis, respectively. To validate the efficiency of the proposed scheme, it is implemented in MATLAB to solve the one-dimensional heat equation. To explore the versatility of the scheme, it is further extended to solve the advection-diffusion equation. Numerical experiments demonstrated on diffusion equation show that the new scheme compares favorably with existing methods in terms of convergence and accuracy. The results of the numerical solutions are presented in tabular form to highlight the accuracy and rates of convergence of the method. In addition, graphical plots of the numerical solutions are provided at different time levels to visualize the behavior of the solution over time and to illustrate the consistency between the numerical and analytical results. These visual and numerical comparisons further emphasize the reliability and precision of the proposed scheme. The combination of improved spatial resolution, solid theoretical foundation, and practical implementation demonstrates the schemeˆ as potential for solving time-dependent partial differential equations efficiently and accurately. This makes the scheme a valuable contribution to the field of numerical methods for parabolic-type equations.

Published in American Journal of Applied Mathematics (Volume 13, Issue 4)
DOI 10.11648/j.ajam.20251304.11
Page(s) 237-244
Creative Commons

This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2025. Published by Science Publishing Group

Keywords

Finite Difference Method, Convergence, Taylor’expansion, von-Newmanns Stability, Heat Equation, Advection-diffusion Equation

References
[1] Benyam Mebrate (2015): Numerical Solution of a one dimensional Heat Equation with Dirichlet Boundary conditions. American Journal of Applied Mathematics, 2015, 3(6): 305-311.
[2] Omowo B. J and Abhulimen C.E(2021), On the stability of Modified Crank-Nicolson method for Parabolic Partial differential equations. International Journal of Mathematical Sciences and Optimization: Theory and Application. Vol 6, No. 2, pp 862-873, 2021.
[3] Crank J and Philis N. A practical method for Numerical Evaluation of solution of partial differential equation of heat conduction type. Proc. camb. Phil. soc. 1 (1996), 50-57.
[4] Love. E and Rider W. J (2013), Convergence of finite differencemethodsforpartialdifferentialequationsunder temporal refinement. Computer and Mathematics with applications, volume 66, issue 1, August 2013, pages 33-40.
[5] Omowo et.al (2021), On the Convergence and Stability of Finite Difference Method for Parabolic Partial Differential Equation, Journal of Advances in Mathematics and Computer Science, 36(10): 58-67, 2021.
[6] Qing Fang (2013), Convergence of finite difference methods for convection-diffusion problems with singular solutions. Journal of Computational and Applied Mathematics volume 152, issue 1-2, March 2013, pg 119-131.
[7] Qiqi Tran and Jinjie Lin, Modified Iterated Crank- Nicolson method with improved Accuracy, arXiv: 1608.01344 V1 [math.NA].
[8] Kedir Aliyi Koroche, Investigation of Crank-Nicolson Methods and their Modified Schemes for One-Dimensional Linear Convection-Reaction-Diffusion Equation. Asian Journal of Mathematics and Computer Research. Volume 31, Issue 1, Page 42-56, 2024. ISSN: 2395-4205 (P).
[9] Leon Lapidus and George P. Finder (1999), Numerical Solution of Partial Differential Equations in Science and Engineering, Wiley-Interscience.
[10] Mitchell A. R and Gridffiths D. F A Finite difference method in partial differential equations, John Wiley and Sons, (1980).
[11] Williams F. Ames, Numerical methods for Partial differential Equations, Academic press, Inc, Third Edition, 1992.
[12] Smith G. D. (1985): Numerical Solution of Partial Differential Equations: Finite Difference Methods. Clarendon Press, Third Edition, Oxford.
[13] Grewal B. S (2012), Higher Engineering Mathematics. Khanna Publisher, Forty-second edition.
[14] John Strikwerda, Finite difference schemes and Partial differential equations, SIAM, Society for Industrial and Applied Mathematics, 2004.
Cite This Article
  • APA Style

    Johnson, O. B., Oluudare, A. A., Flora, A. T., Tolulope, O. S., Henry, O. O. (2025). Solutions of One Dimensional Parabolic Partial Differential Equations: An Improved Finite Difference Approach. American Journal of Applied Mathematics, 13(4), 237-244. https://doi.org/10.11648/j.ajam.20251304.11

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    ACS Style

    Johnson, O. B.; Oluudare, A. A.; Flora, A. T.; Tolulope, O. S.; Henry, O. O. Solutions of One Dimensional Parabolic Partial Differential Equations: An Improved Finite Difference Approach. Am. J. Appl. Math. 2025, 13(4), 237-244. doi: 10.11648/j.ajam.20251304.11

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    AMA Style

    Johnson OB, Oluudare AA, Flora AT, Tolulope OS, Henry OO. Solutions of One Dimensional Parabolic Partial Differential Equations: An Improved Finite Difference Approach. Am J Appl Math. 2025;13(4):237-244. doi: 10.11648/j.ajam.20251304.11

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  • @article{10.11648/j.ajam.20251304.11,
      author = {Omowo Babajide Johnson and Adeniran Adebayo Oluudare and Adetunkasi Taiwo Flora and Ogunbanwo Samson Tolulope and Olatunji Olakunle Henry},
      title = {Solutions of One Dimensional Parabolic Partial Differential Equations: An Improved Finite Difference Approach
    },
      journal = {American Journal of Applied Mathematics},
      volume = {13},
      number = {4},
      pages = {237-244},
      doi = {10.11648/j.ajam.20251304.11},
      url = {https://doi.org/10.11648/j.ajam.20251304.11},
      eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ajam.20251304.11},
      abstract = {This paper introduces a finite difference scheme derived from the classical Crank-Nicolson method. The proposed scheme offer an improved spatial accuracy while maintaining the second-order temporal accuracy of the original Crank-Nicolson scheme. The higher order of spatial accuracy leads to improved convergence properties. The consistency and stability of the new scheme are analyzed using Taylor series expansion and von Neumann stability analysis, respectively. To validate the efficiency of the proposed scheme, it is implemented in MATLAB to solve the one-dimensional heat equation. To explore the versatility of the scheme, it is further extended to solve the advection-diffusion equation. Numerical experiments demonstrated on diffusion equation show that the new scheme compares favorably with existing methods in terms of convergence and accuracy. The results of the numerical solutions are presented in tabular form to highlight the accuracy and rates of convergence of the method. In addition, graphical plots of the numerical solutions are provided at different time levels to visualize the behavior of the solution over time and to illustrate the consistency between the numerical and analytical results. These visual and numerical comparisons further emphasize the reliability and precision of the proposed scheme. The combination of improved spatial resolution, solid theoretical foundation, and practical implementation demonstrates the schemeˆ as potential for solving time-dependent partial differential equations efficiently and accurately. This makes the scheme a valuable contribution to the field of numerical methods for parabolic-type equations.
    },
     year = {2025}
    }
    

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  • TY  - JOUR
    T1  - Solutions of One Dimensional Parabolic Partial Differential Equations: An Improved Finite Difference Approach
    
    AU  - Omowo Babajide Johnson
    AU  - Adeniran Adebayo Oluudare
    AU  - Adetunkasi Taiwo Flora
    AU  - Ogunbanwo Samson Tolulope
    AU  - Olatunji Olakunle Henry
    Y1  - 2025/07/14
    PY  - 2025
    N1  - https://doi.org/10.11648/j.ajam.20251304.11
    DO  - 10.11648/j.ajam.20251304.11
    T2  - American Journal of Applied Mathematics
    JF  - American Journal of Applied Mathematics
    JO  - American Journal of Applied Mathematics
    SP  - 237
    EP  - 244
    PB  - Science Publishing Group
    SN  - 2330-006X
    UR  - https://doi.org/10.11648/j.ajam.20251304.11
    AB  - This paper introduces a finite difference scheme derived from the classical Crank-Nicolson method. The proposed scheme offer an improved spatial accuracy while maintaining the second-order temporal accuracy of the original Crank-Nicolson scheme. The higher order of spatial accuracy leads to improved convergence properties. The consistency and stability of the new scheme are analyzed using Taylor series expansion and von Neumann stability analysis, respectively. To validate the efficiency of the proposed scheme, it is implemented in MATLAB to solve the one-dimensional heat equation. To explore the versatility of the scheme, it is further extended to solve the advection-diffusion equation. Numerical experiments demonstrated on diffusion equation show that the new scheme compares favorably with existing methods in terms of convergence and accuracy. The results of the numerical solutions are presented in tabular form to highlight the accuracy and rates of convergence of the method. In addition, graphical plots of the numerical solutions are provided at different time levels to visualize the behavior of the solution over time and to illustrate the consistency between the numerical and analytical results. These visual and numerical comparisons further emphasize the reliability and precision of the proposed scheme. The combination of improved spatial resolution, solid theoretical foundation, and practical implementation demonstrates the schemeˆ as potential for solving time-dependent partial differential equations efficiently and accurately. This makes the scheme a valuable contribution to the field of numerical methods for parabolic-type equations.
    
    VL  - 13
    IS  - 4
    ER  - 

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Author Information
  • Department of General Studies (Mathematics Unit), Federal Polytechnic, Ile-Oluji, Nigeria

  • Department of General Studies (Mathematics Unit), Federal Polytechnic, Ile-Oluji, Nigeria

  • Department of Statistics, Federal Polytechnic, Ile-Oluji, Nigeria

  • Department of General Studies (Mathematics Unit), Federal Polytechnic, Ile-Oluji, Nigeria

  • Department of General Studies (Mathematics Unit), Federal Polytechnic, Ile-Oluji, Nigeria

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