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where
y are the spatial difference operators of L x and L y , respectively. In
the first step, the operator L x is approximated implicitly, while L y is approximated
explicitly. In the second step, L x is treated explicitly, while L y is treated implicitly.
For example, the ADI scheme for the 2-D diffusion equation (4.55) is
x and
f n + 1 / 2
i , j
f i , j
xx f n + 1 / 2
i , j
S n + 1 / 2
i , j
yy f i , j ) +
= ε
+ δ
c
t
/
2
(4.59)
f n + 1
i , j
f n + 1 / 2
i , j
xx f n + 1 / 2
i , j
yy f n + 1
i , j
S n + 1
i , j
= ε
+ δ
) +
c
t
/
2
where
δ
xx and
δ
yy are the central difference operators corresponding to the second
y 2 , respectively.
The ADI scheme (4.59) is unconditionally stable. Because only a 1-D difference
equation with three unknowns needs to be solved at each step, it is simpler than the
full-domain implicit difference equation (4.56).
2
x 2 and
2
derivatives
/∂
/∂
Operator splitting method
The operator splitting method was proposed by Yanenko (1971) and others. It
splits the differential equation into several operators and then treats each operator
separately.
Consider a differential equation:
f
=
L 1 f
+
L 2 f
(4.60)
t
where L 1 and L 2 are spatial operators. The corresponding difference equation is
written as
f n + 1
f n
1 f n + 1
2 f n + 1
=
+
(4.61)
t
where
2 are the difference operators of L 1 and L 2 , respectively.
Eq. (4.61) can be split as
1 and
f n + 1 / 2
f n
1 f n + 1 / 2
=
t
(4.62)
f n + 1
f n + 1 / 2
2 f n + 1
=
t
Note that the operator splitting method can be used for 1-D, 2-D, and 3-D
problems. In other words, operators L 1 and L 2 in Eq. (4.60) can be one-, two-,
or three-dimensional.
The consistency of the operator splitting method for linear differential equations
has been proven, but not yet for nonlinear differential equations. However, extensive
 
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