ADI Compact Difference Method for Solving a Class of Linear Evolution Equation
-
Abstract
In this paper,we derive a new alternating direction implicit(ADI) compact finite difference scheme for solving a kind of linear evolution equation.It is shown through energy analysis method that the new difference scheme is unconditionally stable.Richardson extrapolation is applied to achieve fourth-order accuracy in temporal dimensions.Numerical experiments are conducted to illustrate high accuracy and efficiency of the new algorithm.
-
-