Geodesic
Two-layer schemes of improved order of approximation for nonstationary problems in mathematical physics
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 1, pp. 118-130 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the theory of finite difference schemes, the most complete results concerning the accuracy of approximate solutions are obtained for two- and three-level finite difference schemes that converge with the first and second order with respect to time. When the Cauchy problem is numerically solved for a system of ordinary differential equations, higher order methods are often used. Using a model problem for a parabolic equation as an example, general requirements for the selection of the finite difference approximation with respect to time are discussed. In addition to the unconditional stability requirements, extra performance criteria for finite difference schemes are presented and the concept of SM stability is introduced. Issues concerning the computational implementation of schemes having higher approximation orders are discussed. From the general point of view, various classes of finite difference schemes for time-dependent problems of mathematical physics are analyzed. 
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P. N. Vabishchevich. Two-layer schemes of improved order of approximation for nonstationary problems in mathematical physics. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 1, pp. 118-130. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_1_a9/

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