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Working paper

Compact di fference scheme for parabolic and Schrodinger-type equations with variable coefficients

Gordin V. A., Tsymbalov E. A.
We develop a new compact scheme for second-order PDE (parabolic and Schrodinger type) with a variable time-independent coefficient. It has a higher order and smaller error than classic implicit scheme. The Dirichlet and Neumann boundary problems are considered. The relative finite-diff erence operator is almost self-adjoint.