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...

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Main Authors: Sahimi, M. S., Alias, N., Mansor, N. A., Nor, N. M.
Format: Article
Language:English
Published: 2003
Subjects:
Online Access:http://eprints.utm.my/6506/1/v26n1p8.pdf
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author Sahimi, M. S.
Alias, N.
Mansor, N. A.
Nor, N. M.
author_facet Sahimi, M. S.
Alias, N.
Mansor, N. A.
Nor, N. M.
author_sort Sahimi, M. S.
collection ePrints
description 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 derive a two-stage iterative procedure employing a fractional splitting strategy applied alternately at each intermediate time step.
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spelling utm.eprints-65062011-05-10T08:58:45Z http://eprints.utm.my/6506/ Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation Sahimi, M. S. Alias, N. Mansor, N. A. Nor, N. M. QA Mathematics 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 derive a two-stage iterative procedure employing a fractional splitting strategy applied alternately at each intermediate time step. 2003 Article PeerReviewed application/pdf en http://eprints.utm.my/6506/1/v26n1p8.pdf Sahimi, M. S. and Alias, N. and Mansor, N. A. and Nor, N. M. (2003) Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation. Bulletin of the Malaysian Mathematical Sciences Society . pp. 79-85.
spellingShingle QA Mathematics
Sahimi, M. S.
Alias, N.
Mansor, N. A.
Nor, N. M.
Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation
title Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation
title_full Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation
title_fullStr Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation
title_full_unstemmed Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation
title_short Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation
title_sort parabolic elliptic correspondence of a three level finite difference approximation to the heat equation
topic QA Mathematics
url http://eprints.utm.my/6506/1/v26n1p8.pdf
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