Time-stepping algorithms for semidiscretized linear parabolic PDEs based on rational approximants with distinct real poles (Q675718)

The authors develop a fourth order rational approximation to the matrix exponential function, resulting from the application of method of lines to time-dependent problems in partial differential equations, possessing real and distinct poles. The resulting algorithm readily admits parallelization through a (real) partial fraction expansion. Numerical results are reported on a number of problems from the literature including the forced heat equation and the advection-diffusion equation.