The Numerical Solution of the Fourth Boundary Value Problem for Parabolic Partial Differential Equations

A direct method for the numerical solution of the implicit finitedifference equations derived from a parabolic differential equationwith periodic spatial boundary conditions is presented in algorithmicfrom. Consideration is given to the stability of the roundingerrors involved in the solution process and numerical resultsare derived which compare favourably with those obtained fromthe analytical solution and a matrix spectral resolution methodwhich is closely allied to the method of lines.