Explicit time integration scheme with large time steps for first order transient problems using finite increment calculus

We present an explicit integration scheme for solving the transient heat conduction equation that allows larger time steps than the standard forward Euler scheme. The derivation starts from a higher order form of the governing differential equations of the problem obtained using a Finite Increment Calculus (FIC) procedure. The efficiency of the new explicit integration scheme in terms of substantial gains in the time step size versus the forward Euler scheme is verified in the solution of transient heat conduction problems in one and two dimensions. The method is readily extendible to other problems in mechanics governed by the first order transient differential equation.