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Comparative study of two and three level ADI methods for parabolic equations with a mixed derivative
Author(s) -
Iyengar Satteluri R. K.,
Jain M. K.
Publication year - 1976
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620100610
Subject(s) - mathematics , truncation error , derivative (finance) , stability (learning theory) , truncation (statistics) , constant (computer programming) , constant coefficients , mathematical analysis , material derivative , second derivative , parabolic partial differential equation , variable (mathematics) , statistics , partial differential equation , computer science , machine learning , financial economics , economics , programming language
Abstract ADI difference schemes of two and three levels for the parabolic equations with a mixed derivative have been derived. Using the stability analysis and the principal part of the truncation error, a difference formula with minimum truncation error has been found. Comparative study of the two and three level formulas has been made through two examples, one with constant coefficients and another with variable coefficients.