Restrictive Pade approximation and parabolic partial differential equations

被引：13

作者：

Ismail, HNA ^{[1
]}

Elbarbary, EME

机构：

[1] Benha Higher Inst Technol, Benha, Egypt

[2] Ain Shams Univ, Fac Educ, Dept Math, Cairo, Egypt

来源：

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 1998年 / 66卷 / 3-4期

关键词：

Pade approximation; exponential matrix; finite difference; parabolic partial differential equations;

D O I：

10.1080/00207169808804645

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we use the restrictive Pade approximation to approximate the exponential matrix exp(rA). The advantage is that it has the exact value at certain r. We define a new accurate, fast implicit method for the finite difference solution of a parabolic partial differential equations. The stability region is discussed, the obtained results are compared with the exact solution and some famous finite difference methods. The numerical results are in satisfactory agreement with the exact solution.

引用

页码：343 / 351

页数：9

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