Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation
We consider three-level difference replacements of parabolic equations focussing on the heat equation in two- space dimensions. Through a judicious splitting of the approximation, the scheme qualifies as an ADI method. Using the well-known fact of the parabolic-elliptic correspondence, we shall deri...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
2003
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/6506/1/v26n1p8.pdf |