Convergence analysis of the finite difference ADI scheme for variable coefficient parabolic problems with nonzero Dirichlet boundary conditions (Q2420935)

The ADI finite difference scheme for parabolic initial-boundary problems on rectangular regions has been much researched and well studied. The focus in these works has been on prescribing the boundary values for the intermediate approximations at half time levels in the case of nonzero Dirichlet boundary conditions. In the present work, for variable coefficient parabolic problems and for a sufficiently small time-stepsize, the authors prove second-order accuracy in the discrete $L^2$-norm of the ADI finite difference scheme. Here, the intermediate approximations do not involve the perturbation term. Consequently, it is also shown that, for variable coefficients and for sufficiently small time-stepsize, the ADI scheme with the perturbation term converges in the discrete $H^1$-norm with order two. The convergence results extend the applicability of the results in the relevant literature.