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Scientific article
English

Fourth Order Chebyshev Methods with Recurrence Relation

ContributorsAbdulle, Assyr
Published inSIAM journal on scientific computing, vol. 23, no. 6, p. 2041-2054
Publication date2002
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 equations
  • Explicit Runge–Kutta methods
  • Orthogonal polynomials
  • Parabolic partial differential equations
Citation (ISO format)
ABDULLE, Assyr. Fourth Order Chebyshev Methods with Recurrence Relation. In: SIAM journal on scientific computing, 2002, vol. 23, n° 6, p. 2041–2054. doi: 10.1137/s1064827500379549
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accessLevelRestricted
Identifiers
ISSN of the journal1064-8275
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