TY - JOUR T1 - An Unconditionally Stable Laguerre Based Finite Difference Method for Transient Diffusion and Convection-Diffusion Problems JO - Numerical Mathematics: Theory, Methods and Applications VL - 3 SP - 681 EP - 708 PY - 2019 DA - 2019/04 SN - 12 DO - http://doi.org/10.4208/nmtma.OA-2018-0026 UR - https://global-sci.org/intro/article_detail/nmtma/13126.html KW - Finite difference scheme, Laguerre polynomials, numerical methods, diffusion and convection-diffusion problems. AB -

This paper describes an application of weighted Laguerre polynomial functions to produce an unconditionally stable and accurate finite-difference scheme for the numerical solution of transient diffusion and convection-diffusion problems. The unconditionally stability of Laguerre-FDM (L-FDM) is guaranteed by expanding the time dependency of the unknown potential as a series of orthogonal functions in the domain (0, ∞), avoiding thus any time integration scheme. The L-FDM is a marching-on-in-degree scheme instead of traditional marching-on-in-time methods. For the two heat-transfer problems, we demonstrated the accuracy, numerical stability and computational efficiency of the proposed L-FDM by comparing its results against closed-form analytical solutions and numerical results obtained from classical finite-difference schemes as, for instance, the Alternating Direction Implicit (ADI).