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A Tensor product generalized ADI method for the method of planes
Authors:Wayne R Dyksen
Abstract:We consider solving separable, second order, linear elliptic prtial differential equations in three independent variables. If the partial differential opertor separates into two terms, one depending on x and y, and one depending on z, then we use the method of planes to obtain a discrete problem, which we write in tensor product from as equation image We apply a new interative method, the tensor product generalized alternating direction implicit method, to solve the discrete problem. We study a specific implementation that uses Hermite bicubic collocation in the xy direction and symmetric finite differences in the z direction. We demostrate that this method is a fast and accurate way to solve the large linear systems arising from three-dimensional elliptic problems.
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