A family of second order methods for variable coefficient fourth order parabolic partial differential equations

Abstract

A family of second order methods is developed for the numerical solution of variable coefficient fourth order parabolic partial differential equations in one space variable.

The methods arise from a three point recurrence relation for the numerical solution of systems of second order ordinary differential equations.

The methods are analysed and tested on two problems which have appeared in the literature.

Keywords:

• Fourth order parabolic equations
• Padé approximants

C.R. Categories:

• G.1.8.