On the Rate of Convergence of an Alternating Direction Implicit Method in a Noncommutative Case*

نویسنده

  • Olof B. Widlund
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Alternating Direction Implicit Method for Modeling of Fluid Flow

This research includes of the numerical modeling of fluids in two-dimensional cavity. The cavity flow is an important theoretical problem. In this research, modeling was carried out based on an alternating direction implicit via Vorticity-Stream function formulation. It evaluates different Reynolds numbers and grid sizes. Therefore, for the flow field analysis and prove of the ability of the sc...

متن کامل

An inexact alternating direction method with SQP regularization for the structured variational inequalities

In this paper, we propose an inexact alternating direction method with square quadratic proximal  (SQP) regularization for  the structured variational inequalities. The predictor is obtained via solving SQP system  approximately  under significantly  relaxed accuracy criterion  and the new iterate is computed directly by an explicit formula derived from the original SQP method. Under appropriat...

متن کامل

On the Effects of Scaling of the Peaceman-Rachford Method

The alternating direction method of Peaceman and Rachford is considered for elliptic difference schemes of second order and with two independent variables. An earlier result of the author's on the rapid convergence of multi-parameter noncommutative problems is described and a connection is established between that result and theorems on optimal scaling of band matrices. Simple algorithms to dec...

متن کامل

An Implicit Difference-ADI Method for the Two-dimensional Space-time Fractional Diffusion Equation

Fractional order diffusion equations are generalizations of classical diffusion equations which are used to model in physics, finance, engineering, etc. In this paper we present an implicit difference approximation by using the alternating directions implicit (ADI) approach to solve the two-dimensional space-time fractional diffusion equation (2DSTFDE) on a finite domain. Consistency, unconditi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2010