Domain-imbedding alternating direction method for linear elliptic equations on irregular regions using collocation

A new method is presented for solving elliptic partial differential equations over two-dimensional irregular regions. The scheme imbeds the irregular region in a rectangle, and then uses an alternating direction iteration to solve the resulting system of linear equations. Collocation with cubic Hermite splines is used for discretization. The method is shown to be equivalent to a multiboundary alternating direction method. A theory of convergence for a simplified case is given, details of implementation are discussed, and two numerical illustrations are presented. © 1993 John Wiley & Sons, Inc.