Abstract
The alternating direction implicit method (ADI) is a common classical numerical method that was first introduced to solve the heat equation in two or more spatial dimensions and can also be used to solve parabolic and elliptic partial differential equations as well. In this paper, We introduce an improvement to the alternating direction implicit (ADI) method to get an equivalent scheme to Crank-Nicolson differences scheme in two dimensions with the main feature of ADI method. The new scheme can be solved by similar ADI algorithm with some modifications. A numerical example was provided to support the theoretical results in the research.
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