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On the stability of alternating-direction explicit methods for advection-diffusion equations. (English) Zbl 1129.65058
Summary: Alternating-direction explicit (ADE) finite-difference methods make use of two approximations that are implemented for computations proceeding in alternating directions, e.g., from left to right and from right to left, with each approximation being explicit in its respective direction of computation. Stable ADE schemes for solving the linear parabolic partial differential equations that model heat diffusion are well-known, as are stable ADE schemes for solving the first-order equations of fluid advection.
Several of these are combined here to derive ADE schemes for solving time-dependent advection-diffusion equations, and their stability characteristics are discussed. In each case, it is found that it is the advection term that limits the stability of the scheme. The most stable of the combinations presented comprises an unconditionally stable approximation for computations carried out in the direction of advection of the system, from left to right in this case, and a conditionally stable approximation for computations proceeding in the opposite direction. To illustrate the application of the methods and verify the stability conditions, they are applied to some quasi-linear one-dimensional advection-diffusion problems.

65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
35K15 Initial value problems for second-order parabolic equations
35K55 Nonlinear parabolic equations
35Q53 KdV equations (Korteweg-de Vries equations)
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