Abstract

The numerical solution of nonlinear partial differential equations plays a prominent role in numerical weather forecasting, optimal control theory, radiative transfer, and many other areas of physics, engineering, and biology. In many cases all that is desired is a moderately accurate solution at a few points which can be calculated rapidly. In this paper we wish to present a simple direct technique which can be applied in a large number of cases to circumvent the difficulties of programming complex algorithms for the computer, as well as excessive use of storage and computer time. We illustrate this technique with the solution of some partial differential equations arising in various simplified models of fluid flow and turbulence.

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