Spectral Methods in Time for Parabolic Problems

Abstract

A pseudospectral explicit scheme for solving linear, periodic, parabolic problems is described which has infinite accuracy both in time and in space. The high accuracy is achieved while the time resolution parameter M ( = ) (1/delta t) for time marching algorithm) and the space resolution parameter N B = O(1/detla x) have to satisfy M = O(N sup/+epsilon) epsilon O, compared to the common stability condition M = O(N sup 2) which has to be satisfied in any explicit finite order time algorithm.