Method of Lines Transpose: High Order L-Stable ${\mathcal O}(N)$ Schemes for Parabolic Equations Using Successive Convolution

Abstract

We present a new solver for nonlinear parabolic problems that is L-stable and achieves high order accuracy in space and time. The solver is built by first constructing a one-dimensional heat equation solver that uses fast $\mathcal O(N)$ convolution. This fundamental solver has arbitrary order of accuracy in space and is based on the use of the Green's function to invert a modified Helmholtz equation. Higher orders of accuracy in time are then constructed through a novel technique known as successive convolution (or resolvent expansions). These resolvent expansions facilitate our proofs of stability and convergence, and permit us to construct schemes that have provable stiff decay. The multidimensional solver is built by repeated application of dimensionally split independent fundamental solvers. Finally, we solve nonlinear parabolic problems by using the integrating factor method, where we apply the basic scheme to invert linear terms (that look like a heat equation), and make use of Hermite--Birkhoff in...