ADI-Spectral Collocation Methods for Two-Dimensional Parabolic Equations

Authors

Dong-Qin Gu Business School, University of Shanghai for Science and Technology, Shanghai 200093, China.
Chao Zhang School of Mathematics and Statistics, Jiangsu Normal University, Xuzhou, Jiangsu 221116, China.
Zhong-Qing Wang School of Science, University of Shanghai for Science and Technology, Shanghai 200093, China.

DOI:

https://doi.org/10.4208/eajam.300819.271019%20

Keywords:

ADI-spectral collocation methods, two-dimensional parabolic equations, bounded and unbounded domains.

Abstract

ADI-spectral collocation methods for two-dimensional parabolic equations on bounded and unbounded domains are studied. A spectral collocation scheme is adopted for spatial discretisation and the Crank-Nicolson ADI scheme is used for time discretisation. Numerical results show the stability and efficiency of the proposed collocation schemes in solving high-dimensional time-dependent problems.

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Published

2020-04-01

Issue

Vol. 10 No. 2 (2020)

Section

Articles