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4.5  Finite-Difference  Methods  for  Elliptic  Equations             125



                                                      •  known iterate
                    •¥ o  ••                             (old value)
                    •  o  •                           0  next iterate to
           •        +  O  +  |  f  +  +  +  +  +  +  +  |  be determined
                                                         (new value)
         •  O  •  y  t ° + | > O O O O O O O o | |
           •       +  o+   I  ,  +  +  +  +  +  +  ,  I  •  known value at
                                                        boundary

         (a)      (b)  i     (c)

         Fig.  4.8.  Finite-difference  grid  and  some  iterative  methods  for  solving  elliptic  problems,
         (a)  Point  iteration,  (b)  block  iteration  by  column,  (c)  block  iteration  by  row.


            Another  alternative to solving Eq.  (4.5.4)  is the  alternating  direction  implicit
         (ADI)  method,  first  introduced  for  time-dependent  problems  by  Peaceman  and
         Rachford  [4]. There  are  several  versions  of  this  method,  but  in  principle  they
         all  alternatively  solve  rows  and  columns  implictly  in  a  block-iteration  scheme.
            To  solve  Eq.  (4.5.1)  with  the  ADI  scheme,  let  (3  =  Ax/Ay  and  write  Eq.
         (4.5.4a)  as
                                                                   2
                                      2
           -  [ui-ij  -  2uij  +  Ui+ij]  -  (3 [uij-i  -  2uij  +  Uij+i]  =  -(Ax) fij  (4.5.34)
         On  "solving"  for  each  bracketed  term,  this  equation  can  be  written  identically
         as
                      —Ui-ij  +  2uij  -  Ui+ij  +  uuij
                                    2
                                                                2
                         =  uuij  +  j3 (uij-i  -  2uij  +  Uij+i)  -  (Ax) fij  (4.5.35a)
         and

                         2
                                      2
                                              2
                        -0 Ui-ij  +  2/3 Uij  -  f3 Ui+ij  +  uuij
                                                               2
                          =  cjuij  +  (ui-ij  -  2uij  +  Ui+ij)  -  (Ax) fij  (4.5.35b)
         where  u  is  a  relaxation  parameter.  The  Peaceman-Rachford  ADI  iteration  is
         then  defined  by  the  equations  which  have  a  tridiagonal  structure,
                                          1 2
                                                  + /2
                      -<_tf   +  ^ 2)<; / -< i
                                   +
                                                 +
                                   2
                        =  umfj  + /3 (u^_ x  -  2u?j  +  v? J+1)  -  (Axfhj  (4.5.36a)
         and

                                                          2
                      = uu%V> + «Si      2  " t# 1 / 2  + ^ j )  -  {Ax? kj  (4.5.36b)
                                   (
                                             2
                                                      t
        where the n-th iterative values  u™  are assumed to be calculated  at  all grid  points
         from  an arbitrary  initial approximation  u\  • and  known boundary  values.  A  new
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