The iterative alternating decomposition explicit (iade) method to solve second order parabolic equations with periodic boundary conditions

Abstract

In [1] the Iterative Alternating Decomposition Explicit (IADE) method was introduced for the x solution of second order parabolic equations in one-space dimension with Dirichlet boundary conditions. Its versatility as a fast, convergent, stable and highly accurate method is now extended to the parabolic equation with periodic boundary conditions. The new method is shown to retain its high order of accuracy and the special structure of the constituent decomposed matrices reduces substantially its storage requirement.

Keywords:

• Iterative Alternating Decomposition Explicit (IADE) method
• parabolic equation; periodic boundary conditions
• Mitchell-Fairweather variant

C.R. Categories:

• G.1.7