Improved forms of the alternating direction methods of Douglas, Peaceman, and Rachford for solving parabolic and elliptic equations
From MaRDI portal
Publication:2626963
DOI10.1007/BF01386076zbMath0123.12001MaRDI QIDQ2626963
A. R. Mitchell, Graeme Fairweather
Publication date: 1964
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/131613
Related Items (25)
Numerical investigation of the parabolic mixed derivative diffusion equation via alternating direction implicit methods ⋮ Some Stable Difference Approximations to a Fourth-Order Parabolic Partial Differential Equation ⋮ High-order ADI scheme for option pricing in stochastic volatility models ⋮ High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance ⋮ A Note on a Generalisation of a Method of Douglas ⋮ Perfectly matched layers for radio wave propagation in inhomogeneous magnetized plasmas. ⋮ A new high accuracy locally one-dimensional scheme for the wave equation ⋮ Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models ⋮ Armadillo generation distributed system with geranium Cadcam cluster for solving 2D telegraphic problem ⋮ Alternating direction implicit orthogonal spline collocation on some non-rectangular regions with inconsistent partitions ⋮ ADI Methods for Cubic Spline Collocation Discretizations of Elliptic PDE ⋮ Parallel implementation of 2-D telegraphic equation on MPI/PVM cluster ⋮ Finite difference procedures for solving a problem arising in modeling and design of certain optoelectronic devices ⋮ Alternating direction implicit methods for two-dimensional diffusion with a non-local boundary condition ⋮ High-order unconditionally stable FC-AD solvers for general smooth domains. I: Basic elements ⋮ A new family of fourth-order locally one-dimensional schemes for the three-dimensional wave equation ⋮ The operator compact implicit method for parabolic equations ⋮ Alternating direction methods for hyperbolic systems ⋮ Some high accuracy difference with a Splitting operator for equations of parabolic and elliptic type ⋮ A finite difference method for modeling the formation of animal coat patterns ⋮ High accuracy A.D.I. methods for parabolic equations with variable coefficients ⋮ Splitting methods in partial differential equations ⋮ Maximum norm error bounds of ADI and compact ADI methods for solving parabolic equations ⋮ An accurate LOD scheme for two-dimensional parabolic problems ⋮ The iterative alternating decomposition explicit (iade) method to solve second order parabolic equations with periodic boundary conditions
Cites Work
- Unnamed Item
- Unnamed Item
- On convergence of alternating direction procedures in the presence of singular operators
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- Optimum Alternating-Direction-Implicit Iteration Parameters for a Model Problem
This page was built for publication: Improved forms of the alternating direction methods of Douglas, Peaceman, and Rachford for solving parabolic and elliptic equations