New Analysis of the Du Fort-Frankel Methods

In 1953 Du Fort and Frankel (Math. Tables Other Aids Comput., 7(43):135-152, 1953) proposed to solve the heat equation u (t) =u (xx) using an explicit scheme, which they claim to be unconditionally stable, with a truncation error is of order of . Therefore, it is not consistent when k=O(h). In the analysis presented below we show that the Du Fort-Frankel schemes are not unconditionally stable. However, when properly defined, the truncation error vanishes as h,k -> 0.