数学季刊 ›› 2011, Vol. 26 ›› Issue (4): 556-562.
摘要: A compact alternating direction implicit(ADI) method has been developed for solving multi-dimensional heat equations by introducing the differential operators and the truncation error is O(τ2+h4). It is shown by the discrete Fourier analysis that this new ADI scheme is unconditionally stable and the truncation error O(τ3+h6) is gained with once Richardson’s extrapolation. Some numerical examples are presented to demonstrate the efficiency and accuracy of the new scheme.
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