二维变系数抛物型方程的ADI算法

An ADI Method to Solve Two-dimensional Parabolic Equation with Changeable Coefficient

详细研究了求解变系数二维抛物型方程初边值问题的交替方向的隐式差分法,分析其稳定性,误差阶数,比较以往算法,得出ADI算法具有运算快,无条件稳定等优点.

This paper discusses Ahemating Direction Implicit Method of solving two - dimensional parabolic equation with initial condition and boundary conditions, and analyses stability and error. Compared to traditional algorithms, we illustrates that the algorithm own more rapid rate of computer and better stability.