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skade eaction ffusion ne-dimensional System - ZIB

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Yet this frm not suited to be implemented straight-forward, becuse<br />

along with function evaluations there are still matrix*vector producs on the<br />

ighhand ide. The ransformation<br />

leads to the <strong>ne</strong>w ysem<br />

/ "fi * — A<br />

1 \<br />

P-fu(u0) {u0 + J2 a J2— « = 1<br />

r 7 i=1 j=1<br />

uo ^ r (1.<br />

In KARDOS a special set of parameters, which guarantees L-stabiity of the<br />

chosen method, is used. Setting 711 = 722 = 733 := 7 only two function<br />

valuations and o<strong>ne</strong> matrix inversion are <strong>ne</strong>eded on the righthand side. The<br />

corresponding method was given by ROCHE [], who gives further sateent<br />

about convergence and consisteny.<br />

efficent<br />

0 . 5 2 8 4<br />

704526589 9 3 9 4 1<br />

7309 0.940143465<br />

09140443903 0.<br />

1.99625219 0.874044410<br />

1.99625219 4797<br />

0. 223756213<br />

ue to the drence of the pproximaed ues of er 3 and<br />

timeError := ||u (1-<br />

we have a good estimator of the main error term descibing the ocal error<br />

of the econd order method. The proposal for the <strong>ne</strong>w te ize is<br />

timeTol \<br />

afeFa — — 1-<br />

timeError

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