A special extrapolation method of lines for parabolic partial differential equations

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By discretization in space only the general linear second-order spatially one-dimensional parabolic initial-boundary value problem is approximated by a system of linear ordinary differential equations. Then, by clever approximation of this system's matrix-exponential solution operator and use of extrapolation techniques difference schemes up to order 5 in the time step are obtained. Finally, results of a numerical case study are displayed.











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