凸集热方程有限差分ADI格式的收敛性分析

B. Bialecki, Maxsymillian Dryja, R. Fernandes
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摘要

众所周知,对于矩形上的热方程,有限差分交替方向隐式(ADI)方法具有二阶收敛性。在文献中,我们首次对热方程的有限差分ADI法在凸集上的误差进行了定界,对于凸集可以构造与边界一致的分区。数值结果表明,该方法也适用于一些可以构造与边界一致的分区的非凸集。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Convergence analysis of the finite difference ADI scheme for the heat equation on a convex set
It is well known that for the heat equation on a rectangle, the finite difference alternating direction implicit (ADI) method converges with order two. For the first time in the literature, we bound errors of the finite difference ADI method for the heat equation on a convex set for which it is possible to construct a partition consistent with the boundary. Numerical results indicate that the ADI method may also work for some nonconvex sets for which it is possible to construct a partition consistent with the boundary.
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