Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms (Q1007389): Difference between revisions

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Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms
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    Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms (English)
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    20 March 2009
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    The paper presents unconditional stability of seond-order alternating direction implicit (ADI) schemes applied to multi-dimensional diffusion equations with mixed derivative terms. The authors have investigated an ADI scheme proposed by \textit{I. J. D. Craig} and \textit{A. D. Sneyd} [Comput. Math. Appl. 16, No. 4, 341--350 (1988; Zbl 0654.65072)] and its subsequent modifications and an ADI scheme proposed by \textit{W. Hundsdorfer} and \textit{J. Verwer} [Numerical solution of time-dependent advection-diffusion-reaction equations. Springer Series in Computational Mathematics. 33. (2003; Zbl 1030.65100)]. The present ADI scheme is more general than the well known ADI scheme proposed by Douglass and Douglass and Rachford. The stability analysis has been carried out for the multi-dimensional diffusion equations and it has been found that the scheme is unconditionally stable. Numerical experiments have been carried out for the problems of 2 and 3 spatial dimensions with sufficient accuracy. Reviewer's remark: The authors may take note of the other valuable researches on the ADI method, e.g. Int. Commun. Heat Mass Transfer 23, 845--854 (1996); ``The ADI method for heat conduction problems in orthogonal curvilinear coordinate system'', Heat Transfer Eng. 14, 64--72 (1994); ``ADI methods for solution of the transient heat conduction problem in conical geometry'', Indian J. Technology 24, 36--39 (1986); ``ADI method for solution of the transient heat conduction problem in spherical geometry'', Num. Meth. Thermal Probl. 11, 107 (1981), etc.
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    initial boundary value problems
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    diffusion equitions
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    finite difference method
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    ADI splitting scheme
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    Neumann stability analysis
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