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Fourth Order Chebyshev Methods with Recurrence Relation

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Published in SIAM Journal on Scientific Computing. 2002, vol. 23, no. 6, p. 2041-2054
Abstract In this paper, a new family of fourth order Chebyshev methods (also called stabilized methods) is constructed. These methods possess nearly optimal stability regions along the negative real axis and a three-term recurrence relation. The stability properties and the high order make them suitable for large stiff problems, often space discretization of parabolic PDEs. A new code ROCK4 is proposed, illustrated at several examples, and compared to existing programs.
Keywords Stiff ordinary differential equationsExplicit Runge–Kutta methodsOrthogonal polynomialsParabolic partial differential equations
Stable URL http://archive-ouverte.unige.ch/unige:12366
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Deposited on : 2010-11-08

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