Convergence in the maximum norm of ADI-type methods for parabolic problems
DOI10.1016/J.APNUM.2021.09.007OpenAlexW3200724851MaRDI QIDQ2238833FDOQ2238833
Authors: S. González-Pinto, D. Hernández-Abreu 
Publication date: 2 November 2021
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.12229
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convergencestabilitymaximum normapproximate matrix factorizationparabolic PDEstime integrationpower boundednessalternating direction implicit schemesW-methods
Numerical methods for ordinary differential equations (65Lxx) Parabolic equations and parabolic systems (35Kxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)
Cites Work
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- Alternating direction methods for three space variables
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- Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms
- Modified Douglas splitting methods for reaction-diffusion equations
- Sharpening the estimate of the stability constant in the maximum-norm of the Crank-Nicolson scheme for the one-dimensional heat equation
- Stability of approximate factorization with \(\theta\)-methods
- Estimates for the inverse of tridiagonal matrices arising in boundary- value problems
- A note on stability of the Douglas splitting method
- On multistep stabilizing correction splitting methods with applications to the Heston model
- Power boundedness in the maximum norm of stability matrices for ADI methods
- Convergence in \(\ell_2\) and \(\ell_\infty\) norm of one-stage AMF-W-methods for parabolic problems
- AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model
- AMF-type W-methods for parabolic problems with mixed derivatives
Cited In (7)
- On approximate matrix factorization and TASE W-methods for the time integration of parabolic partial differential equations
- A unified formulation of splitting-based implicit time integration schemes
- Convergence in the maximum norm of ADI-type methods for parabolic problems
- Convergence in \(\ell_2\) and \(\ell_\infty\) norm of one-stage AMF-W-methods for parabolic problems
- High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems
- Improving the convergence rate to steady state of parabolic ADI methods
- Power boundedness in the maximum norm of stability matrices for ADI methods
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