Stability and Convergence of the Peaceman-Rachford ADI Method for Initial-Boundary Value Problems

Abstract

In this paper an analysis will be presented for the ADI (alternating direction implicit) method of Peaceman and Rachford applied to initial-boundary value problems for partial differential equations in two space dimensions. We shall use the method of lines approach. Motivated by developments in the field of stiff nonlinear ordinary differential equations… (More)

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Cite this paper

@inproceedings{Verwer2010StabilityAC, title={Stability and Convergence of the Peaceman-Rachford ADI Method for Initial-Boundary Value Problems}, author={Jan G. Verwer}, year={2010} }