Convergence in the maximum norm of ADI-type methods for parabolic problems

DOI10.1016/J.APNUM.2021.09.007MaRDI QIDQ2238833zbMATH OpenOpenAlexFDO

Authors S. González-Pinto, D. Hernández-Abreu

Publication date 2 November 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2102.12229

zbMATH Keywords

alternating direction implicit schemesapproximate matrix factorizationconvergencemaximum normparabolic PDEspower boundednessstabilitytime integrationW-methods

Mathematics Subject Classification ID

Parabolic equations and parabolic systems (35Kxx) Numerical methods for ordinary differential equations (65Lxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)

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Cites work

• A note on stability of the Douglas splitting method
• Alternating direction methods for three space variables
• AMF-type W-methods for parabolic problems with mixed derivatives
• AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model
• Convergence in \(\ell_2\) and \(\ell_\infty\) norm of one-stage AMF-W-methods for parabolic problems
• Estimates for the inverse of tridiagonal matrices arising in boundary- value problems
• scientific article; zbMATH DE number 5366820 (Why is no real title available?)
• scientific article; zbMATH DE number 1967777 (Why is no real title available?)
• Modified Douglas splitting methods for reaction-diffusion equations
• On multistep stabilizing correction splitting methods with applications to the Heston model
• Power boundedness in the maximum norm of stability matrices for ADI methods
• 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
• Unconditional stability of second-order ADI schemes applied to multi-dimensional diffusion equations with mixed derivative terms

Cited in

(10)

• Improving the convergence rate to steady state of parabolic ADI methods
• Power boundedness in the maximum norm of stability matrices for ADI methods
• High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems
• A unified formulation of splitting-based implicit time integration schemes
• Convergence in \(\ell_2\) and \(\ell_\infty\) norm of one-stage AMF-W-methods for parabolic problems
• Convergence in the maximum norm of ADI-type methods for parabolic problems
• On approximate matrix factorization and TASE W-methods for the time integration of parabolic partial differential equations
• AMF-TASE W-methods and PDE-convergence in Euclidean norm for linear parabolic problems
• Boundary corrections for splitting methods in the time integration of multidimensional parabolic problems
• Interpolation preservation of AMF-W methods for linear diffusion problems

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