An alternating direction implicit scheme for parabolic equations with mixed derivative and convective terms (Q1917109)

The authors introduce an unconditionally stable alternating direction implicit (ADI) scheme capable of solving general parabolic equations in two space dimensions with mixed derivatives and convective terms. The development of such a scheme is motivated by the physical problem of heated fluid flow through a dyelaser cell which requires the solution of laminar flow in two-dimensional symmetrical channel subject to impulsive heating on a non-rectilinear domain. The use of boundary fitted coordinates allows the problem to be solved on a rectilinear domain but transforms the governing partial differential equation to more general form. Accordingly an ADI method appropriate for the solution of the equation is introduced and the scheme's unconditional stability is shown. The results indicate that the temperature pulse moves faster through the channel and the initial trough effect is more pronounced the larger the value of the Peclet number is. The extension of the scheme to \(N\) dimensions is also discussed. It is not clear whether an unconditionally stable scheme exists for solving the general \(N\)-dimensional heat transport equation.