Abstract
A generalized Peaceman–Rachford alternating-direction implicit (ADI) scheme for solving two-dimensional parabolic differential equations has been developed based on the idea of regularized difference scheme. It is to be very well to simulate fast transient phenomena and to efficiently capture steady state solutions of parabolic differential equations. Numerical example is illustrated.
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Dai, W. A Generalized Peaceman–Rachford ADI Scheme for Solving Two-Dimensional Parabolic Differential Equations. Journal of Scientific Computing 12, 353–360 (1997). https://doi.org/10.1023/A:1025631211217
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DOI: https://doi.org/10.1023/A:1025631211217