An extension of A-stability to alternating direction implicit methods

Abstract

An alternating direction implicit (ADI) scheme was constructed by the method of approximate factorization. An A-stable linear multistep method (LMM) was used to integrate a model two-dimensional hyperbolic-parabolic partial differential equation. Sufficient conditions for the A-stability of the LMM were determined by applying the theory of positive real functions to reduce the stability analysis of the partial differential equations to a simple algebraic test. A linear test equation for partial differential equations is defined and then used to analyze the stability of approximate factorization schemes. An ADI method for the three-dimensional heat equation is also presented