A THREE-LEVEL DIFFERENCE SCHEME FOR TWO-DIMENSIONAL NONLINEAR PARABOLIC DIFFERENTIAL EQUATIONS
二维非线性抛物型微分方程的一个三层差分格式

In this paper, a three-level difference scheme for two-dimensional nonlinear pa-rabolic differential equations is presented. It is shoun that the scheme converges ata rate of O(h~2+k~2) when k and h are sufficieutly small.