PDE-convergence in Euclidean norm of AMF-W methods for linear multidimensional parabolic problems

Abstract

This work considers space-discretised parabolic problems on a rectangular domain subject to Dirichlet boundary conditions. For the time integration s-stage AMF-W-methods, which are ADI (alternating direc- tion implicit) type integrators, are considered. They are particularly efficient when the space dimension m of the problem is large. Optimal results on PDE-convergence have recently been obtained in [J. Comput. Appl. Math., 417:114642, 2023] for the case m = 2. The aim of the present work is to extend these results to arbitrary space dimension m ≥ 3. It is explained which order statements carry over from the case m = 2 to m ≥ 3, and which do not.