Stability and Convergence of the Peaceman-Rachford ADI Method for Initial-Boundary Value Problems

DOI10.2307/2008350zbMath0689.65064OpenAlexW2588170868MaRDI QIDQ3031860

Willem H. Hundsdorfer, Jan G. Verwer

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2008350

zbMATH Keywords

convergenceCauchy problemunconditional stabilitymethod of linessemi-discretizationalternating direction implicit methodPeaceman-Rachford methodtime-integrationglobal error boundnonlinear ODE systemFairweather-Mitchell correction

Mathematics Subject Classification ID

Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Method of lines for boundary value problems involving PDEs (65N40)

Related Items (28)

Error analysis of a fully discrete discontinuous Galerkin alternating direction implicit discretization of a class of linear wave-type problems ⋮ ADI schemes for higher-order nonlinear diffusion equations. ⋮ Finite volume ADI scheme for hybrid dimension heat conduction problems set in a cross-shaped domain ⋮ Convergence analysis of the finite difference ADI scheme for variable coefficient parabolic problems with nonzero Dirichlet boundary conditions ⋮ Peaceman‐Rachford ADI scheme for the two dimensional flow of a second‐grade fluid ⋮ Fighting Enemies and Noise: Competition of Residents and Invaders in a Stochastically Fluctuating Environment ⋮ Convergence properties of the Runge-Kutta-Chebyshev method ⋮ A multi-block ADI finite-volume method for incompressible Navier-Stokes equations in complex geometries ⋮ Unnamed Item ⋮ Trapezoidal and midpoint splittings for initial-boundary value problems ⋮ A high-order Padé ADI method for unsteady convection-diffusion equations ⋮ High-order unconditionally stable FC-AD solvers for general smooth domains. I: Basic elements ⋮ A splitting moving mesh method for reaction-diffusion equations of quenching type ⋮ ADI spectral collocation methods for parabolic problems ⋮ Stability of operator splitting methods for systems with indefinite operators: Reaction-diffusion systems ⋮ Exponential splitting for unbounded operators ⋮ Error analysis of multipoint flux domain decomposition methods for evolutionary diffusion problems ⋮ Convergence analysis of the finite difference ADI scheme for the heat equation on a convex set ⋮ Convergence in $\ell_2$ and $\ell_\infty$ Norm of One-Stage AMF-W-Methods for Parabolic Problems ⋮ A finite difference method for modeling the formation of animal coat patterns ⋮ Stability of operator splitting methods for systems with indefinite operators: Advection-diffusion-reaction systems ⋮ On error structures and extrapolation for stiff systems, with application in the method of lines ⋮ Linearly implicit splitting methods for higher space-dimensional parabolic differential equations ⋮ High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems ⋮ On the Numerical Solution of the Dirichlet Problem for the Elliptic $$(\sigma _2)$$ ( σ 2 ) Equation ⋮ Partitioning techniques and lumping computation for reducing chemical kinetics. APLA: an automatic partitioning and lumping algorithm ⋮ Convergence analysis of the ADI scheme for parabolic problems using discrete harmonic functions ⋮ Accuracy and stability of splitting with stabilizing corrections

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Contractivity of locally one-dimensional splitting methods
• Convergence of method of lines approximations to partial differential equations
• B-convergence of the implicit midpoint rule and the trapezoidal rule
• Convergence and order reduction of Runge-Kutta schemes applied to evolutionary problems in partial differential equations
• Stability and convergence at the PDE/stiff ODE interface
• One-step splitting methods for semi-discrete parabolic equations
• A general formulation of alternating direction methods. I: Parabolic and hyperbolic problems
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
• Improving the Stability of Predictor-Corrector Methods by Residue Smoothing
• Global Extrapolation of a First Order Splitting Method
• The Extrapolation of First Order Methods for Parabolic Partial Differential Equations, II
• On the treatment of time-dependent boundary conditions in splitting methods for parabolic differential equations
• The Equivalence of Certain Alternating Direction and Locally One-Dimensional Difference Methods
• A New Computational Procedure for A.D.I. Methods

This page was built for publication: Stability and Convergence of the Peaceman-Rachford ADI Method for Initial-Boundary Value Problems