Compact ADI method for solving parabolic differential equations

DOI10.1002/num.1037zbMath1004.65086MaRDI QIDQ4537632

Weizhong Dai, R. F. Nassar

Publication date: 1 July 2002

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

Full work available at URL: https://doi.org/10.1002/num.1037

zbMATH Keywords

stability; alternating direction implicit method; parabolic differential equations; compact finite difference; ADI method; Peaceman-Rachford ADI method

Mathematics Subject Classification ID

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

35K15: Initial value problems for second-order parabolic equations