An Unconditionally Stable Laguerre Based Finite Difference Method for Transient Diffusion and Convection-Diffusion Problems

Abstract

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).