If you have a time-dependent parabolic equation what is the best method to solve it other than finite difference method?

The equation is u_t=a(t)u_xx+b(t)u_x+c(t)u+f(x,t) with initial condition and Direichet boundary conditions as follows: u(x,0)=u_0(x) and u(0,t)=u_1(t), u(1,t)=u_2(t).

07 March 2014 8,430 46 View