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The Computer Journal 1971 14(3):295-300; doi:10.1093/comjnl/14.3.295
© 1971 by British Computer Society
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Alternating direction methods for parabolic equations in three space dimensions with mixed derivatives

S. McKee * and A. R. Mitchell *

Department of Mathematics, The University, Dundee, UK

An alternating direction implicit (ADI) method which requires the solution of three tridiagonal sets of equations at each time step is suggested for solving the general parabolic equation with variable coefficients in three space dimensions. A sufficient condition for stability is proved in the pure initial value case. Other existing finite difference schemes are mentioned and numerical results are presented.

Received February 1970.

* Department of Mathematics, The University, Dundee DD1 4HN


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