Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation

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Parabolic-elliptic correspondence of a three-level finite difference approximation to the heat equation

We consider three-level difference replacements of parabolic equations focussing on the heat equation in two- space dimensions. Through a judicious splitting of the approximation, the scheme qualifies as an ADI method. Using the well-known fact of the parabolic-elliptic correspondence, we shall deri...

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Bibliographic Details
Main Authors:	Sahimi, M. S., Alias, N., Mansor, N. A., Nor, N. M.
Format:	Article
Language:	English
Published:	2003
Subjects:	QA Mathematics
Online Access:	http://eprints.utm.my/6506/ http://eprints.utm.my/6506/1/v26n1p8.pdf

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