Stability and Convergence Analysis of Finite Difference Numerical Methods for One-Dimensional Heat and Wave Equations

Authors

DOI:

https://doi.org/10.70577/asce.v5i1.637

Keywords:

Partial differential equations; Finite difference methods; Numerical stability; Convergence; Heat equation; Wave equation.

Abstract

Parabolic and hyperbolic partial differential equations are essential for modeling diffusion and propagation processes, such as heat transfer and wave dynamics. Therefore, numerical methods are used in real applications, among which finite differences stand out for their simplicity and efficiency in one-dimensional domains with uniform meshing and Dirichlet or Neumann boundaries. This work systematically analyzes the theoretical and numerical evidence published between 2020 and 2025 on stability, order of convergence, and computational cost of explicit, implicit, and semi-implicit schemes applied to the heat equation and, complementarily, to the 1D wave equation. The review was carried out through a structured analysis in renowned scientific databases such as SCOPUS, Web of Science, SciELO, and Google Scholar, where thirty open-access articles were selected through an analysis of stability, error estimates, and comparative tests in the numerical field. The results indicate that classical explicit schemes have restrictions due to CFL-type criteria, which affects overall efficiency when fine meshes are required. On the other hand, implicit and semi-implicit methods, with special emphasis on Crank–Nicolson, offer greater second-order convergence through the execution of algebraic processes and an increase in the cost per time step. Likewise, it is observed that high-order compact schemes and stabilized explicit variants can provide competitive trade-offs between accuracy and efficiency under standard conditions. The choice of scheme should be based on a comprehensive criterion that combines practical stability, accuracy, and computational cost according to the equation and discretization regime.

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References

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Published

2026-02-04

How to Cite

Cevallos Taimal, M. R., Usca Chicaiza, M. D., Caizaluisa Lara, J. D., Grandes Padilla, J. G., & Portilla Vásquez, J. J. (2026). Stability and Convergence Analysis of Finite Difference Numerical Methods for One-Dimensional Heat and Wave Equations. ANNALS SCIENTIFIC EVOLUTION, 5(1), 1150–1169. https://doi.org/10.70577/asce.v5i1.637

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