© 1970 by British Computer Society
Alternating direction methods for parabolic equations in two space dimensions with a mixed derivative
Department of Mathematics, The University, Dundee, UK
An alternating direction implicit (A.D.I.) method, which requires the solution of two tridiagonal sets of equations at each time step, is derived for solving a parabolic equation with variable coefficients in two space dimensions with a mixed derivative. The method is shown to be unconditionally stable for two semi-infinite ranges of an auxiliary parameter. Other existing finite difference schemes are mentioned and numerical results are presented.
Received March 1969.