A note on stability of the Douglas splitting method

DOI10.1090/S0025-5718-98-00914-4zbMath0903.65075MaRDI QIDQ4372688

Willem H. Hundsdorfer

Publication date: 16 December 1997

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

stabilityevolution equationsinitial-boundary value problemsadvection-diffusion equationssplitting methodsADI methodadvection-reaction equations

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (18)

ADI schemes for higher-order nonlinear diffusion equations. ⋮ Modified Douglas splitting methods for reaction-diffusion equations ⋮ High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique ⋮ An iterated Radau method for time-dependent PDEs ⋮ W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs ⋮ Efficient inequality-preserving integrators for differential equations satisfying forward Euler conditions ⋮ Convergence in the maximum norm of ADI-type methods for parabolic problems ⋮ Using splitting methods in continuous digester modeling ⋮ An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model ⋮ Rosenbrock-type methods with inexact AMF for the time integration of advection-diffusion-reaction PDEs ⋮ Approximate factorization for time-dependent partial differential equations ⋮ Trapezoidal and midpoint splittings for initial-boundary value problems ⋮ On the maximum principle and high-order, delay-free integrators for the viscous Cahn–Hilliard equation ⋮ Power boundedness in the maximum norm of stability matrices for ADI methods ⋮ A Numerical Solution of the Two-Dimensional Fusion Problem with Convective Boundary Conditions ⋮ Improved accuracy for the approximate factorization of parabolic equations ⋮ Analysis approximate factorization in iteration methods ⋮ Accuracy and stability of splitting with stabilizing corrections

Cites Work

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• Alternating direction methods for three space variables
• A general formulation of alternating direction methods. I: Parabolic and hyperbolic problems
• An extension ofA-stability to alternating direction implicit methods
• Trapezoidal and midpoint splittings for initial-boundary value problems

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