Spectral/Rosenbrock discretizations without order reduction for linear parabolic problems (Q1602748): Difference between revisions

The authors prove that with a right choice of the boundary values of the intermediate stages, the order reduction phenomenon which occurs when a Rosenbrock method is used along with the method of lines of an initial-boundary value problem, can be avoided. These results are applied for the study of full descretizations of parabolic problems by using spectral methods. Some numerical examples confirming optimality are given.