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Alternating direction implicit method for poisson equation with integral conditions

    Olga Štikonienė   Affiliation
    ; Mifodijus Sapagovas Affiliation

Abstract

In this paper, we investigate the convergence of the Peaceman-Rachford Alternating Direction Implicit method for the system of difference equations, approximating the two-dimensional elliptic equations in rectangular domain with nonlocal integral conditions. The main goal of the paper is the analysis of spectrum structure of difference eigenvalue problem with nonlocal conditions. The convergence of iterative method is proved in the case when the system of eigenvectors is complete. The main results are generalized for the system of difference equations, approximating the differential problem with truncation error O(h4).

Keyword : elliptic equation, integral boundary conditions, finite-difference method, iterative method, eigenvalue problem

How to Cite
Štikonienė, O., & Sapagovas, M. (2023). Alternating direction implicit method for poisson equation with integral conditions. Mathematical Modelling and Analysis, 28(4), 715–734. https://doi.org/10.3846/mma.2023.18029
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Oct 20, 2023
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