The modified alternating group explicit (M.A.G.E.) method

DOI10.1016/0307-904X(88)90032-7MaRDI QIDQ1108741zbMATH OpenFDO

Authors W. S. Yousif, D. J. Evans

Publication date 1988

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0307-904X(88)90032-7

zbMATH Keywords

A.D.I. algorithmalternating direction implicit methodblock systemexplicit solutionfinite difference equationmodified alternating group explicit methodPeaceman- Rachford algorithmsuccessive overrelaxationtridiagonal linear system

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Iterative numerical methods for linear systems (65F10) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Review text

The authors describe an extension of the classical A.D.I. algorithm of Peaceman and Rachford for the solution of a system of linear equations (*) \(Au=b\). The present method is an extension of one which they presented at the 11th IMACS' World Congress, see pp. 213-220 of Vol. I of the Proceedings (1985). The equations (*) are assumed to have arisen from the standard discretization of the two point boundary value problem \(-U+qU=f\), \(q\geq 0\), defined on a finite interval with Dirichlet boundary conditions. The method is an iteration scheme of the form \((\bar G_ 1+rI)u^{(k+1/2)}=b_ 1-(\bar G_ 1-rI)u^{(k)},\) \((\bar G_ 2+rI)u^{(k+1)}=b_ 2-(\bar G_ 2-rI)u^{(k+1/2)},\) where \(b=b_ 1+b_ 2\). \(\bar G_ 1\), and \(\bar G_ 2\) are block diagonal matrices with, at most, (2\(\times 2)\) blocks on the diagonal. It is shown that \(u^{(k)}\to y\) and \(u^{(k+1/2)}\to z\) as \(k\to \infty\) and the solution \(u=y+z.\) A rather complicated example is examined in detail. There is a brief discussion of the computational advantages of M.A.G.E. of S.O.R. and their previous method. However, no comparisons are made with the standard A.D.I. method or with the direct methods.

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Cites work

• Another Alternating-Direction-Implicit Method
• scientific article; zbMATH DE number 3325215 (Why is no real title available?)
• The Numerical Solution of Parabolic and Elliptic Differential Equations

Cited in

(6)

• The modified alternating group explicit (MAGE) algorithm for solving tridiagonal linear equations
• An approximate factorisation explicit method for CFD
• Numerical stability of a cyclic adi iteration
• scientific article; zbMATH DE number 4068222 (Why is no real title available?)
• Optimal bounds for round-off errors in the cyclic peaceman-rachford iteration
• On modified alternating group explicit (mage) method for singular perturbation problems

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