A STUDY ON A PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS AND RESTRICTIVE TAYLOR APPROXIMATIONS

In this paper we solved parabolic partial differential equation using restrictive
Taylor’s approximations. We use the restrictive Taylor approximation to approximate the
exponential matrix exp(xA). The advantage is that has the exact value at certain point.We
shall develop a new approach for an explicit method to solve the parabolic partial differential
equation. The results of numerical testing show that the numerical method based on the
restrictive Taylor approximation discussed in the present paper produce good results.