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A Foreward Finite Difference Procedure with Exponentially Increasing Time Steps

by A. Vandenberg , National Hydrology Research Institute (Canada)

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Of all the procedures for the numerical solution of partial differential equations, the forward finite difference method is the simplest. The forward method, however, has been abandoned in practice, since the time step must always be kept under a maximum critical size for the method to remain stable. This paper indicates that for certain types of boundary value problems involving linear differential equations, the step size of the forward finite different formulation can be increased each iteration by a factor of two.

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