A composite integration scheme for the numerical solution of systems of parabolic PDEs in one space dimension (Q1801849)

The numerical method of lines is used to approximate the solution of a system of parabolic partial differential equations (PDEs) in one space dimension. By approximating the spatial derivatives by finite differences on a fixed uniform or nonuniform mesh, the system of PDEs is reduced to a semidiscrete system of ordinary differential equations in the time direction. The resulting system of ordinary differential equations is integrated numerically by a second-order \(L\)-stable composite integration scheme using variable stepsize sequences [cf. the author, ibid. 25, No. 1, 1-13 (1989; Zbl 0664.65072)]. The nonlinear system of algebraic equations resulting from the application of the composite integration scheme is solved using a modified Newton algorithm for a limited number of iterations. A number of numerical experiments is presented.