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This work is concerned with the numerical treatment of initial-boundary value problem for linear parabolic equations by a small parameter with the time derivative term. This problem is reduced to a stiff system of ODEs in time.The resulting system is solved by applying the restrictive Pade approximation of matrix exponentials. Numerical results are given and the method gives better results compared with the classical Pade approximation treatments.

THE RESTRICTIVE PACE APPROXIMATION FOR THE SOLUTION OF SINGULARLY PERTURBED PARABOLIC PDE