Higher-order schemes for the Laplace transformation method for parabolic problems

Abstract

In this paper we solve linear parabolic problems using the three stage noble algorithms. First, the time discretization is approximated using the Laplace transformation method, which is both parallel in time (and can be in space, too) and extremely high order convergent. Second, higher-order compact schemes of order four and six are used for the the spatial discretization. Finally, the discretized linear algebraic systems are solved using multigrid to show the actual convergence rate for numerical examples, which are compared to other numerical solution methods. © 2011 Springer-Verlag.