A compact ADI method for solving heat equations in many dimensions
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absolute stabilitycompact alternating direction implicit methoddifference schemedifferential operatorsheat equationnumerical examplesRichardson's extrapolationtruncation error
Heat equation (35K05) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
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- Compact ADI method for solving parabolic differential equations
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