The G-functions Series Method Adapted to the Numerical Integration of Parabolic PDE

Abstract

The Method Of Lines (MOL) and Scheifele’s G-functions in the design of algorithms adapted for the numeric integration of parabolic Partial Differential Equations (PDE) in one space dimension are applied. The semi-discrete system of ordinary differential equations in the time direction, obtained by applying the MOL to PDE, is solved with the use of a method of Adapted Series, based on Scheifele’s G-functions. This method integrates exactly unperturbed linear systems of ordinary differential equations, with only one G-function. An implementation of this algorithm is used to approximate the solution of two test problems proposed by various authors. The results obtained by the Dufort-Frankel, Crank-Nicholson and the methods of Adapted Series versus the analytical solution, show the results of mistakes made.