Author： Salkuyeh D. Khojasteh Sharafeh F. Saadati
Publisher： Taylor & Francis Ltd
ISSN： 0020-7160
Source： International Journal of Computer Mathematics, Vol.86, Iss.8, 2009-08, pp. : 1334-1344
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Abstract
In this paper, we consider the linear heat equation arisen from the Burgers's equation using the Hopf-Cole transformation. Discretization of this equation with respect to the space variable results in a linear system of ordinary differential equations. The solution of this system involves in computing exp(α A)y for some vector y, where A is a large special tridiagonal matrix and α is a positive real number. We give an explicit expression for computing exp(α A)y. Finally, some numerical experiments are given to show the efficiency of the method.
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