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126               4.  Numerical  Methods  for  Model  Parabolic  and  Elliptic  Equations


                         Column j
                           v//////^////,
                             *  o  +        +   known iterate (old value)
                             •  o  •        o   next iterate to be determined
                   +  +  +  +  +  o +  +  | |   (newvalue)
         Row  / » o o o o o o o o * |       o   intermediate  iterate
                   +  +  +  +  +  G + + I I  •  known value at boundary
                             •  o +


         Fig.  4.9.  ADI  iteration  by  column  and  row.


         iterate  u™f  is determined  from  a known  iterate uf-  in two steps. In step  1, the
         intermediate  iterate  u™ •  '  is determined  from  Eq.  (4.5.36a)  for all  values  of i
                  j
         at  column ,  and  in step  2 the  new iterate u^ 1  is determined  from  Eq.  (4.5.36b)
         for  all values  of j at row  z, Fig. 4.9. The  acceleration  parameter  UJ in Eqs.  (4.5.36)
         is kept  constant  while  sweepinq  the  whole  net  in the  two steps  representing  one
         iteration.  It was  shown  by Isaacson  and  Keller  [3] that  this  scheme  converges
        for  any  choice  of u > 0. The  trick in the  proper  use  of the  ADI  procedure  is  not
        to  use a single  acceleration  parameter  UJ as above,  but  rather to use a sequence
        of  them,  say u;i,u;2,.. ,cj m  applied  periodically  (or cyclically).  That  is,  the
                              •
        calculations  in Eq.  (4.5.36)  are to be carried  out  m  times  (using  each  uoi  for  a
        complete  double  sweep  of the  net)  in order to compute  u™^  from  n™  •.  Because
        the  equations  are  solved  alternatively  by sets  of rows  and  sets  of columns, the
        method  may  be  considered  as a line  method  with  alternating  directions.

        Example  4.6.  Repeat  Example  4.5  with  SOR  and  ADI  methods.  Compare  your  results
        with  SOR and with  those obtained  with  GS. Take h = Ax = Ay = 1/10.  Use Eq.  (4.5.31a)
        with  u = 2/(1 + sin7r/i)  for SOR  and  u = 1 for ADI.  Determine  the  max  residual

                                     max  \Au  —  F\2  < £
                                      i,3
                         - n
        for  values  of £ =  10 ,  n = 1 to 6. Determine  also  the  max  error  between  the  numerical
        and  analytical  solutions,  that is
                                     max|u,FDS  — UAS\

         Solution.
        Table E4.ll  presents  the  solutions as a function  of iterations  for  each  method.
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