Towards Improvement of Integration Accuracy of Linear Pdes of First Order in Time
We extend the approaches developed in the papers by Kaps and Rentrop and by Schatzman, and suggest a method for highly accurate time integration of linear first-order evolutionary PDEs. The main idea is to generalise the Runge-Kutta methods for complex timesteps, which reduces the problem of accurate integration to the search for an optimal temporal path on the complex plane. Theoretically the method admits integration with timesteps