Abstract
AbstractWe consider the discretization in time of inhomogeneous parabolic equations, using the technique of Laplace inversion along a contour located in the complex left half-plane which, after transformation to a finite interval, is then evaluated to high accuracy by a contour quadrature rule. This reduces the problem to a finite set of elliptic equations with complex coefficients, which may be solved in parallel. A serious problem is how to treat the source term
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