Interpolating discrete advection--diffusion propagators at Leja sequences

DOI10.1016/j.cam.2003.11.015zbMath1055.65105OpenAlexW2113478610MaRDI QIDQ1883474

Marco Vianello, Marco Caliari, Luca Bergamaschi

Publication date: 12 October 2004

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2003.11.015

zbMATH Keywords

comparison of methodsnumerical examplesfinite-differencesparse matrixsemidiscretizationpolynomial interpolationadvection-diffusion problemLeja sequenceexponential operatorstiff differential systemexact time marching schemevariable step-size Crank-Nicolson solver

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Linear ordinary differential equations and systems (34A30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Initial value problems for second-order parabolic equations (35K15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

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Uses Software

• Expokit
• ARPACK

Cites Work

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