Finite difference schemes and partial differential equations
Finite difference schemes and partial differential equations
High order ADI method for solving unsteady convection-diffusion problems
Journal of Computational Physics
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We propose a high order locally one-dimensional scheme for solving parabolic problems. The method is fourth-order in space and second-order in time. It is unconditionally stable and provides a computationally efficient implicit scheme. Numerical experiments are conducted to test its high accuracy and to compare it with other schemes.