An Orthogonal Spline Collocation Alternating Direction Implicit Crank--Nicolson Method for Linear Parabolic Problems on Rectangles

DOI10.1137/S0036142997310387zbMath0955.65073MaRDI QIDQ4270997

Ryan I. Fernandes, Bernard Bialecki

Publication date: 22 November 1999

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036142997310387

zbMATH Keywords

convergence; error bounds; implicit method; Crank-Nicolson method; ADI method; orthogonal spline collocation; alternating direction; linear parabolic initial-boundary problem

Mathematics Subject Classification ID

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65F10: Iterative numerical methods for linear systems

65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

35K15: Initial value problems for second-order parabolic equations

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Uses Software

• COLROW