A fast method for choosing the optimum extrapolation parameter for an e.a.d.i. scheme

Abstract

This paper describes a fast method for choosing the optimum extrapolation parameter ω in an Extrapolated Alternating Direction Implicit (E.A.D.I.) Scheme, for the numerical solution of elliptic partial differential equations. An analysis is presented to show that in the case that the acceleration parameter r is varied, a set of values for the extrapolation parameter ω could be defined. The optimum value of ω is easily obtained from this set. A numerical example demonstrates the applicability of the proposed method.

Keywords:

• E.A.D.I. methods

C.R. Categories::

• G.1.8. [Partial Differential Equations]
• G.1.3. [Numerical Linear Algebra]