Computational and Applied Math Proseminar

Tuesday, September 30, 12:00 p.m. ECG 317

Bruno Welfert

Dept. Math. & Stats

Stability of parallel stationary ADI splittings for the 1D diffusion equation

Abstract Several splittings of the standard three-point stencil second order finite difference differentiation matrix are considered in the context of an Alternate Direction Implicit iteration for the one-dimensional heat equation. We first review several standard results on the unconditional stability of the iteration. These results do not apply to several splittings recently considered in the literature. In this case we present a few ad-hoc proofs involving a variety of ideas which may find broader practical use.

For further information please contact: mittelmann@asu.edu