Solving Diffusion Equation u_t=div(A\nabla u) Numerically

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