Comparison of Implicit Collocation Methods for the Heat Equation

We combine a high-order compact finite difference scheme to approximate spatial derivatives arid collocation techniques for the time component to numerically solve the two dimensional heat equation. We use two approaches to implement the collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadrature. We compare them by studying their merits and analyzing their numerical performance. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.