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Second-order,L 0-stable methods for the heat equation with time-dependent boundary conditions

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Abstract

A family of second-order,L 0-stable methods is developed and analysed for the numerical solution of the simple heat equation with time-dependent boundary conditions. Methods of the family need only real arithmetic in their implementation. In a series of numerical experiments no oscillations, which are a feature of some results obtained usingA 0-stable methods, are observed in the computed solutions. Splitting techniques for first- and second-order hyperbolic problems are also considered.

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Author notes

  1. A. B. Gumel

    Present address: Faculty of Information Technology, Universiti Malaysia Sarawak, 94300 Kota Samarahan, Sarawak, Malaysia

Authors and Affiliations

  1. Department of Mathematics and Statistics, Brunel University, UB8 3PH, Uxbridge, Middlesex, UK

    E. H. Twizell, A. B. Gumel & M. A. Arigu

Authors
  1. E. H. Twizell
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  2. A. B. Gumel
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  3. M. A. Arigu
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Dedicated to Professor J. Crank on the occasion of his 80th birthday

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Twizell, E.H., Gumel, A.B. & Arigu, M.A. Second-order,L 0-stable methods for the heat equation with time-dependent boundary conditions. Adv Comput Math 6, 333–352 (1996). https://doi.org/10.1007/BF02127712

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