Maximum norm error bounds of ADI and compact ADI methods for solving parabolic equations

DOI10.1002/num.20414zbMath1196.65154MaRDI QIDQ3404532

Hong-lin Liao, Zhi-zhong Sun

Publication date: 9 February 2010

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.20414

zbMATH Keywords

convergence; numerical example; error estimates; finite difference method; Richardson extrapolation; discrete energy method; multidimensional parabolic equation; alternating direction implicit (ADI) schemes; compact ADI scheme; asypmtotic expansion

Mathematics Subject Classification ID

35K20: Initial-boundary value problems for second-order parabolic equations

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65F10: Iterative numerical methods for linear systems

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs