High order locally one-dimensional method for parabolic problems

  • Authors:
  • Samir Karaa

  • Affiliations:
  • Department of Mathematics and Statistics, Sultan Qaboos University, Muscat, Sultanate of Oman

  • Venue:
  • CIS'04 Proceedings of the First international conference on Computational and Information Science
  • Year:
  • 2004

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Abstract

We propose a high order locally one-dimensional scheme for solving parabolic problems. The method is fourth-order in space and second-order in time. It is unconditionally stable and provides a computationally efficient implicit scheme. Numerical experiments are conducted to test its high accuracy and to compare it with other schemes.