The most frequently used method for the numerical integration of
parabolic differential equa- tions is the method of lines, where one
first uses a discretization of space derivatives by finite differences
or finite elements and then uses some time-stepping method for the the
solution of resulting system of ordinary differential equations. Such
methods are, at least conceptually, easy to perform. However, they can
be expensive if steep gradients occur in the solution, stability must be
controlled, and the global error control can be troublesome. This paper
considers a simultaneaus discretization of space and time variables for
a one-dimensional parabolic equation on a relatively long time interval,
called 'time-slab'. The discretization is repeated or adjusted for
following 'time-slabs' using continuous finite element approximations.
In such a method we utilize the efficiency of finite elements by
choosing a finite element mesh in the time-space domain where the finite
element mesh has been adjusted to steep gradients of the solution both
with respect to the space and the time variables. In this way we solve
all the difficulties with the classical approach since stability,
discretization error estimates and global error control are
automatically satisfied. Such a method has been discussed previously in
[3] and [4]. The related boundary value techniques or global time
integration for systems of ordinary differential equations have been
discussed in several papers, see [12] and the references quoted
therein.