Stability and Convergence Analysis of Finite Difference Numerical Methods for One-Dimensional Heat and Wave Equations
DOI:
https://doi.org/10.70577/asce.v5i1.637Keywords:
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.
Downloads
References
Altybay, A., Tokmagambetov, N., & Nalzhupbayeva, G. (2025). Numerical identification of the time-dependent coefficient in the heat equation with fractional Laplacian (arXiv:2511.16238). arXiv. https://doi.org/10.48550/arXiv.2511.16238
An, W., & Zhang, X. (2024). An implicit fully discrete compact finite difference scheme for time fractional diffusion-wave equation. Electronic Research Archive, 32(1), 354–369. https://doi.org/10.3934/era.2024017
Bu, W., Xie, Z., & Wang, Y. (2025). Numerical simulation of the dual-phase-lag heat conduction equation on a one-dimensional unbounded domain using artificial boundary condition (arXiv:2511.05121). arXiv. https://doi.org/10.48550/arXiv.2511.05121
Cao, J.-Y., Fang, J.-Q., Wang, Z.-Q., & Wang, Z.-Q. (2025). Stability and convergence analysis of compact finite difference method for high-dimensional time-fractional diffusion equations with high-order accuracy in time. Fractal and Fractional, 9(8), 520. https://doi.org/10.3390/fractalfract9080520
Carasso, A. S. (2025). Data assimilation in 2D nonlinear coupled sound and heat flow, using a stabilized explicit finite difference scheme marched backward in time (arXiv:2501.14895). arXiv. https://doi.org/10.48550/arXiv.2501.14895
Carle, C., & Hochbruck, M. (2022). Error analysis of multirate leapfrog-type methods for second-order semilinear ODEs. SIAM Journal on Numerical Analysis, 60(5), 2897–2924. https://doi.org/10.1137/21M1427255
Chabassier, J. (2024). Stability and space/time convergence of Störmer-Verlet time integration of the mixed formulation of linear wave equations. ESAIM: Mathematical Modelling and Numerical Analysis, 58(4), 1441–1460. https://doi.org/10.1051/m2an/2024047
Chen, H., Qiu, W., Zaky, M. A., & Hendy, A. S. (2023). A two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel. Calcolo, 60(1), 13. https://doi.org/10.1007/s10092-023-00508-6
Cui, M., Ji, C.-C., & Dai, W. (2024). A finite difference method for solving the wave equation with fractional damping. Mathematical and Computational Applications, 29(1), 2. https://doi.org/10.3390/mca29010002
Dwivedi, M., & Sarkar, T. (2023). Convergence of a conservative Crank-Nicolson finite difference scheme for the KdV equation with smooth and non-smooth initial data (arXiv:2312.14454). arXiv. https://doi.org/10.48550/arXiv.2312.14454
Elmahdi, E. G. M., & Huang, J. (2021). Two linearized finite difference schemes for time fractional nonlinear diffusion-wave equations with fourth order derivative. AIMS Mathematics, 6(6), 6356–6376. https://doi.org/10.3934/math.2021373
Frei, S., & Singh, M. K. (2022). Analysis of an implicitly extended Crank-Nicolson scheme for the heat equation on a time-dependent domain (arXiv:2203.06581). arXiv. https://doi.org/10.48550/arXiv.2203.06581
Fu, J., Zhang, X.-Y., & Fang, Q. (2025). A sixth-order compact finite difference framework for solving nonlinear reaction-diffusion equations: Application to FitzHugh-Nagumo model. AIMS Mathematics, 10(9), 21040–21060. https://doi.org/10.3934/math.2025940
Grote, M. J., Lakkis, O., & Santos, C. (2024). A posteriori error estimates for the wave equation with mesh change in the leapfrog method (arXiv:2411.16933). arXiv. https://doi.org/10.48550/arXiv.2411.16933
Haque, M. N., Akter, R., & Mojumder, M. S. H. (2025). An efficient explicit scheme for solving the 2D heat equation with stability and convergence analysis. Journal of Applied Mathematics and Physics, 13(7). https://doi.org/10.4236/jamp.2025.137127
Hassen, Z. I., & Duressa, G. F. (2025). Parameter uniform finite difference formulation with oscillation free for solving singularly perturbed delay parabolic differential equation via exponential spline. BMC Research Notes, 18(1), 24. https://doi.org/10.1186/s13104-024-07005-1
Khayrullaev, H., Omle, I., & Kovács, E. (2025). Exploring the performance of some efficient explicit numerical methods with good stability properties for Huxley’s equation. Mathematics, 13(2), 207. https://doi.org/10.3390/math13020207
Kovács, E., Nagy, Á., & Saleh, M. (2021). A set of new stable, explicit, second order schemes for the non-stationary heat conduction equation. Mathematics, 9(18), 2284. https://doi.org/10.3390/math9182284
Kumari, S., & Mehra, M. (2025). A stability-enhanced nonstandard finite difference framework for solving one and two-dimensional nonlocal differential equations (arXiv:2508.13542). arXiv. https://doi.org/10.48550/arXiv.2508.13542
Kutluay, S., Yağmurlu, N. M., & Karakas, A. S. (2024). A robust septic hermite collocation technique for dirichlet boundary condition heat conduction equation. International Journal of Mathematics and Computer in Engineering, 3(2), 253–266. https://doi.org/10.2478/ijmce-2025-0019
Mojumder, M. S. H., Haque, M. N., & Alam, M. J. (2023). Efficient finite difference methods for the numerical analysis of one-dimensional heat equation. Journal of Applied Mathematics and Physics, 11(10). https://doi.org/10.4236/jamp.2023.1110204
Nagy, Á., Majár, J., & Kovács, E. (2022). Consistency and convergence properties of 20 recent and old numerical schemes for the diffusion equation. Algorithms, 15(11), 425. https://doi.org/10.3390/a15110425
Öffner, P., Petri, L., & Torlo, D. (2025). Analysis for implicit and implicit-explicit ADER and DeC methods for ordinary differential equations, advection-diffusion and advection-dispersion equations. Applied Numerical Mathematics, 212, 110–134. https://doi.org/10.1016/j.apnum.2024.12.013
Sfyrakis, C. A., & Tsoukalas, M. (2025). Error estimate for a finite-difference Crank–Nicolson–ADI scheme for a class of nonlinear parabolic isotropic systems. Mathematics, 13(11), 1719. https://doi.org/10.3390/math13111719
Stiernström, V., Almquist, M., & Mattsson, K. (2023). Boundary-optimized summation-by-parts operators for finite difference approximations of second derivatives with variable coefficients. Journal of Computational Physics, 491, 112376. https://doi.org/10.1016/j.jcp.2023.112376
Suárez-Carreño, F., & Rosales-Romero, L. (2021). Convergency and stability of explicit and implicit schemes in the simulation of the heat equation. Applied Sciences, 11(10), 4468. https://doi.org/10.3390/app11104468
Wang, S., Appelö, D., & Kreiss, G. (2021). An energy-based summation-by-parts finite difference method for the wave equation in second order form (arXiv:2103.02006). arXiv. https://doi.org/10.48550/arXiv.2103.02006
Wu, M., Jiang, Y., & Ge, Y. (2022). A high accuracy local one-dimensional explicit compact scheme for the 2D acoustic wave equation. Advances in Mathematical Physics, 2022, 9743699. https://doi.org/10.1155/2022/9743699
Zhao, Y., & Gu, X.-M. (2025). A low-rank algorithm for strongly damped wave equations with visco-elastic damping and mass terms. ESAIM: M2AN, 59(3), 1747–1761. https://doi.org/10.1051/m2an/2025042
Zheng, M.-B., Hu, J.-S., Yan, W.-Y., & Chen, Z. (2025). A sixth-order accuracy conservative linear finite difference scheme for RLW equation. Thermal Science, 29(2 Part A), 1063–1069.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2025 Martha Rebeca Cevallos Taimal, Mishell Dayana Usca Chicaiza, Josselyn Dayanna Caizaluisa Lara, Jessica Gabriela Grandes Padilla, Judith Johanna Portilla Vásquez

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Eres libre de:
- Compartir : copiar y redistribuir el material en cualquier medio o formato
- Adaptar : remezclar, transformar y desarrollar el material
- El licenciante no puede revocar estas libertades siempre y cuando usted cumpla con los términos de la licencia.
En los siguientes términos:
- Atribución : Debe otorgar el crédito correspondiente , proporcionar un enlace a la licencia e indicar si se realizaron cambios . Puede hacerlo de cualquier manera razonable, pero no de ninguna manera que sugiera que el licenciante lo respalda a usted o a su uso.
- No comercial : no puede utilizar el material con fines comerciales .
- CompartirIgual — Si remezcla, transforma o construye sobre el material, debe distribuir sus contribuciones bajo la misma licencia que el original.
- Sin restricciones adicionales : no puede aplicar términos legales ni medidas tecnológicas que restrinjan legalmente a otros hacer algo que la licencia permite.













