Abstract

The last decade has seen the introduction of several fast computational methods for solving linear partial differential equations of Mathematical Physics, e.g. the Laplace, Poisson and Helmholtz equations.In this paper, the author presents fast computational algorithms which are applicable to the alternating direction implicit (A.D.I.) methods when used to solve parabolic partial differential equations in 2 space dimensions under Dirichlet boundary conditions. Extensions to more general boundary conditions are also indicated.

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