A comparative study of ADI splitting methods for parabolic equations in two space dimensions

AbstractThe main purpose of the paper is a numerical comparison of three integration methods for semi-discrete parabolic partial differential equations in two space variables. Linear as well as nonlinear,equations are considered. The integration methods are the well-known ADI method of Peaceman and Rachford, a global extrapolation scheme of the classical ADI method to order four and a fourth order, four-step ADI splitting method