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Runge Kutta Chebyshev Method for parabolic ... - Brown University

Runge Kutta Chebyshev Method for parabolic ... - Brown University

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Introduction Properties Pros and Cons Examples References<br />

Stability function<br />

Scalar test equation:<br />

Ps is defined recursively:<br />

˙U(t) = λU(t) (20)<br />

Un+1 = Ps(z)Un, z = τλ (21)<br />

P0(z) = 1, (22)<br />

P1(z) = 1 + ˜µ1z, (23)<br />

Pj(z) = (1 − µj − νj) + ˜γjz + (µj + ˜µjz)Pj−1(z) + νjPj−2(z) (2 �<br />

(24)<br />

<strong>for</strong> each stage, we have<br />

Uj = Pj(z)Un, (0 � j � s) (25)

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