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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2022 Volume 62, Number 2, Page 195 (Mi zvmmf11350)

General numerical methods

Convergence analysis of the ADI scheme for parabolic problems using discrete harmonic functions

B. Bialeckia, M. Dryjab, R. I. Fernandesc

a Department of Applied Mathematics and Statistics, Colorado School of Mines, Golden, Colorado, USA
b Institute of Applied Mathematics and Mechanics, Warsaw University, Warsaw, Poland
c Department of Mathematics, Khalifa University of Science and Technology, P.O. Box 2533, Abu Dhabi, United Arab Emirates

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 $\sqrt{\ln(1/h)}$ factor, the second order bound that is stated without a proof by Samarski [8].

Key words: heat equation, finite difference, ADI, convergence analysis.

UDC: 519.633

Received: 25.03.2021
Revised: 25.03.2021
Accepted: 12.10.2021

Language: English

DOI: 10.31857/S0044466922020041


 English version:
Computational Mathematics and Mathematical Physics, 2022, 62:1, 183–197

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© Steklov Math. Inst. of RAS, 2024