A comparative study of ADI splitting methods for parabolic equations in two space dimensions |
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Authors: | HB De Vries |
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Institution: | Mathematisch Centrum, Kruislaan 413, 1098 SJ Amsterdam, The Netherlands |
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Abstract: | The main purpose of the paper is a numerical comparison of three integration methods for semi-discrete parabolic partial differential equations in two space variables. Linear as well as nonlinear,equations are considered. The integration methods are the well-known ADI method of Peaceman and Rachford, a global extrapolation scheme of the classical ADI method to order four and a fourth order, four-step ADI splitting method. |
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Keywords: | Numerical analysis parabolic partial differential equations method of lines ADI splitting methods global extrapolation |
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