Krylov Deferred Correction Accelerated Method of Lines Transpose for Parabolic Problems

Abstract

In this paper, a new class of numerical methods for the accurate and efficient solutions of parabolic partial differential equations is presented. Unlike traditional method of lines (MoL), the new {bf it Krylov deferred correction (KDC) accelerated method of lines transpose (MoL^T)} first discretizes the temporal direction using Gaussian type nodes and spectral integration, and symbolically applies low-order time marching schemes to form a preconditioned elliptic system, which is then solved iteratively using Newton-Krylov techniques such as Newton-GMRES or Newton-BiCGStab method. Each function evaluation in the Newton-Krylov method is simply one low-order time-stepping approximation of the error by solving a decoupled system using available fast elliptic equation solvers. Preliminary numerical experiments show that the KDC accelerated MoL^T technique is unconditionally stable, can be spectrally accurate in both temporal and spatial directions, and allows optimal time-step sizes in long-time simulations.