A high-order ADI method for parabolic problems with variable coefficients

Authors:
Samir Karaa
Affiliations:
Department of Mathematics and Statistics, Sultan Qaboos University, Muscat, Sultanate of Oman
Venue:
International Journal of Computer Mathematics
Year:
2009

Citing 7
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Abstract

A high-order compact alternating direction implicit (ADI) method is proposed for solving two-dimensional (2D) parabolic problems with variable coefficients. The computational problem is reduced to sequence one-dimensional problems which makes the computation cost-effective. The method is easily extendable to multi-dimensional problems. Various numerical tests are performed to test its high-order accuracy and efficiency, and to compare it with the standard second-order Peaceman-Rachford ADI method. The method has been applied to obtain the numerical solutions of the lid-driven cavity flow problem governed by the 2D incompressible Navier-Stokes equations using the stream function-vorticity formulation. The solutions obtained agree well with other results in the literature.