Fourth Order Chebyshev Methods with Recurrence Relation

نویسنده

  • Assyr Abdulle
چکیده

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.

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عنوان ژورنال:
  • SIAM J. Scientific Computing

دوره 23  شماره 

صفحات  -

تاریخ انتشار 2002