A Method for the Spatial Discretization of Parabolic Equations in One Space Variable

Abstract

This paper is concerned with the design of a spatial discretization method for polar and nonpolar parabolic equations in one space variable. A new spatial discretization method suitable for use in a library program is derived. The relationship to other methods is explored. Truncation error analysis and numerical examples are used to illustrate the accuracy of the new algorithm and to compare it with other recent codes.