Time discretizations for evolution problems
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The aim of this work is to give an introductory survey on time discretizations for liner parabolic problems. The theory of stability for stiff ordinary differential equations is explained on this problem and applied to Runge-Kutta and multi-step discretizations. Moreover, a natural connection between Galerkin time discretizations and Runge-Kutta methods together with order reduction phenomenon is discussed.
Keywordstime discretizations parabolic PDEs stiff ODEs Runge-Kutta methods multi-step methods
MSC 201065J10 65L04 65L20
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