Numerical Gradient Schemes for Heat Equations Based on the Collocation Polynomial and Hermite Interpolation

Hou-Biao Li, Ming-Yan Song, Er-Jie Zhong +1

As is well-known, the advantage of the high-order compact difference scheme (H-OCD) is unconditionally stable and convergent with the order $O({\tau }^2+h^4)$ under the maximum norm. In…