Discrete Symmetry Group Approach for Numerical Solution of the Heat Equation

Abstract

In this article, an invariantized finite difference scheme to find the solution of the heat equation, is developed. The scheme is based on a discrete symmetry transformation. A comparison of the results obtained by the proposed scheme and the Crank Nicolson method is carried out with reference to the exact solutions. It is found that the proposed invariantized scheme for the heat equation improves the efficiency and accuracy of the existing Crank Nicolson method.

Keywords

• lie symmetries
• invariantized difference scheme
• numerical solutions