ORTHOGONAL SPLINE COLLOCATION LAPLACE-MODIFIED AND ALTERNATING-DIRECTION METHODS FOR PARABOLIC PROBLEMS ON RECTANGLES

Authors
BIALECKI B FERNANDES RI
Citation
B. Bialecki et Ri. Fernandes, ORTHOGONAL SPLINE COLLOCATION LAPLACE-MODIFIED AND ALTERNATING-DIRECTION METHODS FOR PARABOLIC PROBLEMS ON RECTANGLES, Mathematics of computation, 60(202), 1993, pp. 545-573
Citations number
27
Categorie Soggetti
Mathematics,Mathematics
Journal title
Mathematics of computation → ACNP
ISSN journal
00255718
Volume
60
Issue
202
Year of publication
1993
Pages
545 - 573
Database
ISI
SICI code
0025-5718(1993)60:202<545:OSCLAA>2.0.ZU;2-Z
Abstract
A complete stability and convergence analysis is given for two- and th ree-level, piecewise Hermite bicubic orthogonal spline collocation, La place-modified and alternating-direction schemes for the approximate s olution of linear parabolic problems on rectangles. It is shown that t he schemes are unconditionally stable and of optimal-order accuracy in space and time.