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Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation

Sahimi, M. S. and Alias, N. and Mansor, N. A. and Nor, N. M. (2003) Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation. Bulletin of the Malaysian Mathematical Sciences Society . pp. 79-85.

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Abstract

We consider three-level difference replacements of parabolic equations focussing on the heat equation in two- space dimensions. Through a judicious splitting of the approximation, the scheme qualifies as an ADI method. Using the well-known fact of the parabolic-elliptic correspondence, we shall derive a two-stage iterative procedure employing a fractional splitting strategy applied alternately at each intermediate time step.

Item Type:Article
Subjects:Q Science > QA Mathematics
Divisions:Science
ID Code:6506
Deposited By: Dr Siew Ling Lee
Deposited On:08 Oct 2008 04:22
Last Modified:10 May 2011 08:58

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