
doi: 10.1002/num.20414
AbstractAlternating direction implicit (ADI) schemes are computationally efficient and widely utilized for numerical approximation of the multidimensional parabolic equations. By using the discrete energy method, it is shown that the ADI solution is unconditionally convergent with the convergence order of two in the maximum norm. Considering an asymptotic expansion of the difference solution, we obtain a fourth‐order, in both time and space, approximation by one Richardson extrapolation. Extension of our technique to the higher‐order compact ADI schemes also yields the maximum norm error estimate of the discrete solution. And by one extrapolation, we obtain a sixth order accurate approximation when the time step is proportional to the squares of the spatial size. An numerical example is presented to support our theoretical results. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010
Iterative numerical methods for linear systems, Richardson extrapolation, convergence, discrete energy method, compact ADI scheme, asypmtotic expansion, numerical example, Error bounds for initial value and initial-boundary value problems involving PDEs, alternating direction implicit (ADI) schemes, error estimates, Initial-boundary value problems for second-order parabolic equations, Finite difference methods for initial value and initial-boundary value problems involving PDEs, multidimensional parabolic equation, Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs, finite difference method
Iterative numerical methods for linear systems, Richardson extrapolation, convergence, discrete energy method, compact ADI scheme, asypmtotic expansion, numerical example, Error bounds for initial value and initial-boundary value problems involving PDEs, alternating direction implicit (ADI) schemes, error estimates, Initial-boundary value problems for second-order parabolic equations, Finite difference methods for initial value and initial-boundary value problems involving PDEs, multidimensional parabolic equation, Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs, finite difference method
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