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A New ADI Scheme for Solving Three-Dimensional Parabolic Equations with First-Order Derivatives and Variable Coefficients
Authors:Weizhong Dai  Raja Nassar
Affiliation:(1) Mathematics and Statistics, College of Engineering and Science, Louisiana Tech University, Ruston, LA, 71272;(2) Mathematics and Statistics, College of Engineering and Science, Louisiana Tech University, Ruston, LA, 71272
Abstract:An ADI scheme for solving three-dimensional parabolic equations withfirst-order derivatives and variable coefficients has been developed basedon our previous papers and the idea of the modified upwind differencescheme. This ADI scheme is second-order accurate and unconditionallystable. Further, a small parameter can be chosen which makes it suitablefor simulating fast-transient phenomena or for computations on fine spatialmeshes. The method is illustrated with numerical examples.
Keywords:parabolic equations  ADI scheme  stability
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