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In this paper, we devote ourselves to establishing the unconditionally stable and absolutely convergent optimized finite difference Crank-Nicolson iterative (OFDCNI) scheme containing very few degrees of freedom but holding sufficiently high accuracy for the two-dimensional (2D) Sobolev equation by means of the proper orthogonal decomposition (POD) technique, analyzing the stability and convergence of the OFDCNI solutions and using the numerical simulations to verify the feasibility and effectiveness of the OFDCNI scheme.

An optimized finite difference Crank-Nicolson iterative scheme for the 2D Sobolev equation