Rational methods with optimal order of convergence for partial differential equations (Q1593836)

Rational approximations are constructed for linear non-homogeneous initial-boundary value problems. In the method of lines approach, evolutionary problems described by partial differential equations are discretized in space by means of finite differences. The proposed fully discrete methods are obtained with a spirit similar to that present in the method of lines. The main idea is the use of the boundary values of the exact solution in oder to avoid the order reduction phenomenon associated with Runge-Kutta formulae. The error of the time discretization is carefully analyzed. Some examples and numerical experiments are also presented to show the feasibility of the proposed theory for the discretization of parabolic and hyperbolic problems with rational methods and also to show that the optimal order in time of the full discretization is achieved.