A second-order ADI scheme for three-dimensional parabolic differential equations

DOI10.1002/(SICI)1098-2426(199803)14:2%3C159::AID-NUM2%3E3.0.CO;2-NMaRDI QIDQ4381923zbMATH OpenOpenAlexFDO

Authors Weizhong Dai, Raja Nassar

Publication date 5 January 1999

Full work available at URL https://doi.org/10.1002/(sici)1098-2426(199803)14:2%3C159::aid-num2%3E3.0.co;2-n

zbMATH Keywords

ADI methodsfast transient problemsfractional step theta methodnumerical experimentsparabolic equations

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Iterative numerical methods for linear systems (65F10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cites work

• scientific article; zbMATH DE number 43732 (Why is no real title available?)
• scientific article; zbMATH DE number 45081 (Why is no real title available?)
• Stability of the Fractional Step \Theta -Scheme for the Nonstationary Navier–Stokes Equations

Cited in

(11)

• A new ADI scheme for solving three-dimensional parabolic differential equations
• An incomplete assembly with thresholding algorithm for systems of reaction--diffusion equations in three space dimensions IAT for reaction--diffusion systems
• A hybrid finite element-alternating direction implicit method for solving parabolic differential equations on multilayers with irregular geometry
• Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme
• High-order compact LOD methods for solving high-dimensional advection equations
• scientific article; zbMATH DE number 5671363 (Why is no real title available?)
• A generalized Douglas ADI method for solving three‐dimensional parabolic differential equations on multilayers
• scientific article; zbMATH DE number 1556432 (Why is no real title available?)
• Compact ADI method for solving parabolic differential equations
• A HYBRID NUMERICAL TECHNIQUE FOR SOLVING THREE-DIMENSIONAL SECOND-ORDER PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS
• Two-time level ADI finite volume method for a class of second-order hyperbolic problems

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