Application of implicit numerical techniques to the solution of the three-dimensional diffusion equation

Implicit techniques for calculating three-dimensional, time-dependent heat diffusion in a cube are tested with emphasis on storage efficiency, accuracy, and speed of calculation. For this purpose, a tensor product technique with both Chebyshev collocation and finite differences and a generalized conjugate gradient technique with finite differences are used in conjunction with Crank-Nicolson discretization. An Euler explicit finite difference calculation is performed for use as a benchmark. The implicit techniques are found to be competitive with the Euler explicit method in terms of storage efficiency and speed of calculation and offer advantages both in accuracy and stability. Mesh stretching in the finite difference calculations is shown to markedly improve the accuracy of the solution.