Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation (Q968686)
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scientific article; zbMATH DE number 5704295
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| English | Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation |
scientific article; zbMATH DE number 5704295 |
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Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation (English)
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5 May 2010
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We consider three-level difference replacements of parabolic equations focussing on the heat equation in two-space dimensions. Through a judicious splitting of the approximation, the scheme qualifies as an ADI method. Using the well-known fact of the parabolic-elliptic correspondence, we shall derive a two-stage iterative proceduce employing a fractional splitting strategy applied alternately at each intermediate time step.
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