PUBLICATIONS DE L'INSTITUT MATHÉMATIQUE (BEOGRAD) (N.S.)
Vol. 60(74), pp. 153--164 (1996)
On the convergence of a factorized vector finite difference scheme
Bo\v sko Jovanovi\'cMatemati\v cki fakultet, Beograd, Yugoslavia
Abstract: We consider a factorized vector finite difference scheme for solving multi-dimensional heat conduction equation. It can be treated as a vector version of Peaceman--Rachford scheme. A three-level version of this scheme is used to solve the wave equation. The stability and the convergence of these schemes are investigated.
Classification (MSC2000): 65M12
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