Introduction

When faced with the task of solving a partial differential equation computationally, one quickly realizes that there is quite a number of different methods for doing so. Among these are the widely used finite difference, finite element, and finite volume methods, which are all techniques used to derive discrete representations of the spatial derivative operators. If one also needs to advance the equations in time, there is likewise a wide variety of methods for the integration of systems of ordinary differential equations available to choose among. With such a variety of successful and well tested methods, one is tempted to ask why there is a need to consider yet another method.