discretization

[shayj]

Can someone offer some help on this?

I have this diffusion equation:
u_t = div(A\nabla u)
where A is a 2 by 2 matrix, i.e. it's anisotropic.

I am not sure how I should properly discretize this and solve it numerically. I used simply central difference but it does seem work nicely.

Any help will be greatly appreciated.

[gato_]

Try finite elements instead. You will only need first derivatives, and the discretization works better