New Stable, Explicit, Shifted-Hopscotch Algorithms for the Heat Equation

Abstract

Our goal was to find more effective numerical algorithms to solve the heat or diffusion equation. We created new five-stage algorithms by shifting the time of the odd cells in the well-known odd-even hopscotch algorithm by a half time step and applied different formulas in different stages. First, we tested 105 = 100,000 different algorithm combinations in case of small systems with random parameters, and then examined the competitiveness of the best algorithms by testing them in case of large systems against popular solvers. These tests helped us find the top five combinations, and showed that these new methods are, indeed, effective since quite accurate and reliable results were obtained in a very short time. After this, we verified these five methods by reproducing a recently found non-conventional analytical solution of the heat equation, then we demonstrated that the methods worked for nonlinear problems by solving Fisher’s equation. We analytically proved that the methods had second-order accuracy, and also showed that one of the five methods was positivity preserving and the others also had good stability properties.