Mathematics of Computation, Vol. 59, No. 200 (Oct., 1992), pp. 403-420 (18 pages) We apply Runge-Kutta methods to linear partial differential equations of the form u t (x, t) = L (x, ∂)u(x, t) + f(x, ...
In this paper an analysis will be presented for the ADI (alternating direction implicit) method of Peaceman and Rachford applied to initial-boundary value problems for partial differential equations ...
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