Fourth Order Chebyshev Methods with Recurrence Relation

Authors:
Assyr Abdulle
Affiliations:
-
Venue:
SIAM Journal on Scientific Computing
Year:
2001

Citing 0
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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.