Analysis of a fourth-order compact ADI method for a linear hyperbolic equation with three spatial variables

  • Authors:
  • Dingwen Deng;Chengjian Zhang

  • Affiliations:
  • School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, People's Republic of China 430074 and College of Mathematics and Information Science, Nanchang Hangkong ...;School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, People's Republic of China 430074

  • Venue:
  • Numerical Algorithms
  • Year:
  • 2013

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Abstract

This paper is concerned with a three-level alternating direction implicit (ADI) method for the numerical solution of a 3D hyperbolic equation. Stability criterion of this ADI method is given by using von Neumann method. Meanwhile, it is shown by a discrete energy method that it can achieve fourth-order accuracy in both time and space with respect to H 1- and L 2-norms only if stable condition is satisfied. It only needs solution of a tri-diagonal system at each time step, which can be solved by multiple applications of one-dimensional tri-diagonal algorithm. Numerical experiments confirming the high accuracy and efficiency of the new algorithm are provided.