Fourth Order Chebyshev Methods with Recurrence Relation
- 1 January 2002
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific Computing
- Vol. 23 (6) , 2041-2054
- https://doi.org/10.1137/s1064827500379549
Abstract
In this paper, a new family of fourth order Chebyshev methods (also called stabilized methods) is constructed. These methods possess nearly optimal stability regions along the negative real axis and a three-term recurrence relation. The stability properties and the high order make them suitable for large stiff problems, often space discretization of parabolic PDEs. A new code ROCK4 is proposed, illustrated at several examples, and compared to existing programs.Keywords
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