Oscillatory Solutions of the Peaceman-Rachford Alternating Direction Implicit Method and a Comparison of Methods for the Solution of the Two Dimensional Heat Diffusion Equation

摘要

The two dimensional heat diffusion equation with Dirichlet boundary conditions was solved using the fully explicit, fully implicit, Crank-Nicolson implicit, and Peaceman-Rachford alternating direction implicit (ADI) methods. Comparisons of accuracy and time requirements were made. The possibility that the ADI method has stable oscillatory solutions with large time steps was investigated. Results of computations revealed that the ADI has stable oscillations for large time steps, in some cases producing large enough errors to render the solution unusable. Time steps greater than twice the square of the mesh spacing divided by the thermal diffusivity must be used with care. For small time steps, the Crank-Nicolson and ADI methods were the most accurate, and the ADI was the fastest method. The fully implicit method was the most accurate at large time steps, but the ADI, with a smaller time step to reduce the oscillatory error, was still the fastest method to reach a solution with the desired degree of accuracy.