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A note on stability of the Douglas splitting method
Author(s):
Willem
Hundsdorfer.
Journal:
Math. Comp.
67
(1998),
183-190.
MSC (1991):
Primary 65M06, 65M12, 65M20
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Abstract:
In this note some stability results are derived for the Douglas splitting method. The relevance of the theoretical results is tested for an advection-reaction equation.
References:
- 1.
- J. Douglas, Alternating direction method for three space variables. Numer. Math. 4, pp. 41-63 (1962). MR 24:B2122
- 2.
- J. Douglas, J.E. Gunn, A general formulation of alternating direction methods. Numer. Math. 6, pp. 428-453 (1964). MR 31:894
- 3.
- W. Hundsdorfer, Trapezoidal and midpoint splittings for initial-boundary value problems. CWI Report, 1996.
- 4.
- G.I. Marchuk, Splitting and alternating direction methods. Handbook of Numerical Analysis 1 (P.G. Ciarlet. J.L. Lions, eds.), North-Holland, Amsterdam, pp. 197-462, 1990. CMP 90:08
- 5.
- A.R. Mitchell, D.F. Griffiths, The Finite Difference Method in Partial Differential Equations. John Wiley & Sons, Chichester, 1980. MR 82a:65002
- 6.
- R.F. Warming, R.M. Beam, An extension of
-stability to alternating direction methods. BIT 19, pp. 395-417 (1979). MR 80h:65072
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Additional Information:
Willem
Hundsdorfer
Affiliation:
CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands
DOI:
10.1090/S0025-5718-98-00914-4
PII:
S 0025-5718(98)00914-4
Keywords:
Numerical analysis,
initial-boundary value problems,
splitting methods
Received by editor(s):
July 29, 1996
Copyright of article:
Copyright
1998,
American Mathematical Society
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