The solution of nonlinear parabolic partial differential equations by the alternating group explicit (AGE) method (Q2277779): Difference between revisions

This method splits a tridiagonal matrix into a pair of \(2\times 2\) block diagonal matrices corresponding to different pairings of neighbouring nodes. Alternate inversion leads to an iterative method similar to the Peaceman-Rachford method but in one dimension. The authors admit that Gaussian elimination requires less arithmetic but claim superiority for their method when solving nonlinear parabolic equations. They do not give timings for their numerical examples.