Numerical solution of a parabolic system with coupled nonlinear boundary conditions

A numerical technique has been developed to solve a system that consists of m linear parabolic differential equations with coupled nonlinear boundary conditions. Such a system may represent chemical reactions, chemical lasers and diffusion problems. An implicit finite difference scheme is adopted to discretize the problem, and the resulting system of equations is solved by a novel technique that is a modification of the cyclic odd–even reduction and factorization (CORF) algorithm. At each time level, the system of equations is first reduced to m nonlinear algebraic equations that involve only the m unknown grid points on the nonlinear boundary. Newton's method is used to determine these m unknowns, and the corresponding Jacobian matrix can be computed and updated easily. After convergence is achieved, the remaining unknowns are solved directly. The efficiency of this technique is illustrated by the numerical computations of two examples previously solved by the cubic spline Galerkin method.