An alternating direction implicit algorithm for the solution of linear complementarity problems arising from free boundary problems (Q1064037)

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An alternating direction implicit algorithm for the solution of linear complementarity problems arising from free boundary problems
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    An alternating direction implicit algorithm for the solution of linear complementarity problems arising from free boundary problems (English)
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    1985
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    The ADI algorithm of Peaceman-Rachford is adapted to solve linear complementarity problems arising from free boundary problems. Convergence is shown under usual assumptions. The choice of acceleration parameters is discussed. The efficiency of the method is demonstrated by two examples: (1) porous flow through a dam; (2) the journal bearing problem. The ADI algorithm turns out to be significantly faster than modified SOR algorithms.
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    alternating direction implicit algorithm
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    comparison of methods
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    ADI algorithm
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    Peaceman-Rachford
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    linear complementarity problems
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    Convergence
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    acceleration parameters
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    porous flow through a dam
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    journal bearing problem
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    SOR algorithms
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