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Article “Alternate directions implicit scheme and …”

Jun 14, 2012

The ADI (alternate directions implicit) method is widely used for the numerical solution of multidimensional parabolic PDE (partial differential equations). [1]. Although the method is known for a long time and is well described in the text-books, its practical realizations sometimes appear to be inaccurate [2]. The inaccuracy arises every time when one neglects the correct account of the so-called intermediate boundary conditions. This neglect can become the cause of instabilities even when the used ADI-scheme is known to be unconditionally stable in the frame of von Neumann spectral analysis technique [3]. The procedures of a correct account of the intermediate boundary conditions (for the Peaceman-Rachford ADI-scheme), are described in [4, 5, 6].