Fourth Order Chebyshev Methods with Recurrence Relation
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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Published In
SIAM Journal on Scientific Computing
Pages: 2041 - 2054
ISSN (online): 1095-7197
Copyright
Copyright © 2002 Society for Industrial and Applied Mathematics.
History
Published online: 25 July 2006
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