Convergence Analysis of the ADI Scheme for Parabolic Problems using Discrete Harmonic Functions

B. Bialecki, M. Dryja, R. Fernandes

Research output: Contribution to journalArticlepeer-review

Abstract

Abstract: For the heat equation on a rectangle, we consider the finite difference ADI method without a perturbation term on vertical sides for the intermediate solution. Using stability results of Andreev [1, 2] for the discrete harmonic function we prove, except for a $$\sqrt {\ln(1{\text{/}}h)} $$ factor, the second order bound that is stated without a proof by Samarski [8].

Original languageBritish English
Pages (from-to)183-197
Number of pages15
JournalComputational Mathematics and Mathematical Physics
Volume62
Issue number2
DOIs
StatePublished - Feb 2022

Keywords

  • ADI
  • convergence analysis
  • finite difference
  • heat equation

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