Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation

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Authors Mohd Salleh Sahimi, Norma Alias, Noreliza Abu Mansor, Norhalena Mohd Nor

Publication date 5 May 2010

Published in Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/244441, http://www.emis.de/journals/BMMSS/vol26_1_7.htm

Mathematics Subject Classification ID

Heat equation (35K05) Initial-boundary value problems for second-order parabolic equations (35K20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Review text

We consider three-level difference replacements of parabolic equations focussing on the heat equation in two-space dimensions. Through a judicious splitting of the approximation, the scheme qualifies as an ADI method. Using the well-known fact of the parabolic-elliptic correspondence, we shall derive a two-stage iterative proceduce employing a fractional splitting strategy applied alternately at each intermediate time step.

Cited in

(1)

• Multiple solutions for fractional elliptic systems

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