A Fast and Stable Algorithm for Linear Parabolic Partial Differential Equations

@article{Liu2016AFA,
  title={A Fast and Stable Algorithm for Linear Parabolic Partial Differential Equations},
  author={Jun Liu and Yao-Lin Jiang and Yan Wang},
  journal={Numerical Algorithms},
  year={2016},
  volume={75},
  pages={699-729}
}
We report a new algorithm for solving linear parabolic partial differential equations (PDEs) in one space dimension. The algorithm employs optimal quadratic spline collocation (QSC) for the space discretization and deferred correction (DC) for the time discretization. We can obtain a numerical solution with theoretical convergence order O ( Δ x 4 + Δ t min… CONTINUE READING