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Method of lines transpose: High order L-stable O(N) schemes for parabolic equations using successive convolution
We present a new solver for nonlinear parabolic problems that is L-stable and
achieves high order accuracy in space and time. The solver is built by first
constructing a single-dimensional heat equation solver that uses fast O(N)
convolution. This fundamental solver has arbitrary order of accuracy in space,
and is based on the use of the Green's function to invert a modified Helmholtz
equation. Higher orders of accuracy in time are then constructed through a
novel technique known as successive convolution (or resolvent expansions).
These resolvent expansions facilitate our proofs of stability and convergence,
and permit us to construct schemes that have provable stiff decay. The
multi-dimensional solver is built by repeated application of dimensionally
split independent fundamental solvers. Finally, we solve nonlinear parabolic
problems by using the integrating factor method, where we apply the basic
scheme to invert linear terms (that look like a heat equation), and make use of
Hermite-Birkhoff interpolants to integrate the remaining nonlinear terms. Our
solver is applied to several linear and nonlinear equations including heat,
Allen-Cahn, and the Fitzhugh-Nagumo system of equations in one and two
dimensions
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