High-Order Compact ADI Methods for Parabolic Equations

  • Authors:
  • Jichun Li;Yitung Chen;Guoqing Liu

  • Affiliations:
  • Department of Mathematical Sciences, University of Nevada, Las Vegas, 4505 Maryland Pkwy., Box 454020, Las Vegas, NV 89154-4020, U.S.A.;Department of Mechanical Engineering, University of Nevada, Las Vegas 4505 Maryland Pkwy, Box 454020 Las Vegas, NV 89154-4020, U.S.A.;School of Sciences, Nanjing University of Technology, Nanjing, JS 210009, China

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2006

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Abstract

In this paper we develop a sixth-order compact scheme coupled with Alternating Direction Implicit (ADI) methods and apply it to parabolic equations in both 2-D and 3-D. Unconditional stability is proved for linear diffusion problems with periodic boundary conditions. Numerical examples supporting our theoretical analysis are provided.