East Asian J. Appl. Math., 10 (2020), pp. 399-419.
Published online: 2020-04
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ADI-spectral collocation methods for two-dimensional parabolic equations on bounded and unbounded domains are studied. A spectral collocation scheme is adopted for spatial discretisation and the Crank-Nicolson ADI scheme is used for time discretisation. Numerical results show the stability and efficiency of the proposed collocation schemes in solving high-dimensional time-dependent problems.
}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.300819.271019 }, url = {http://global-sci.org/intro/article_detail/eajam/16133.html} }ADI-spectral collocation methods for two-dimensional parabolic equations on bounded and unbounded domains are studied. A spectral collocation scheme is adopted for spatial discretisation and the Crank-Nicolson ADI scheme is used for time discretisation. Numerical results show the stability and efficiency of the proposed collocation schemes in solving high-dimensional time-dependent problems.