Second-order non-iterative ADI solution of non-linear partial differential equations

Abstract

A new method for the solution of non-linear partial differential equations by an ADI procedure is described. Although the method is second order accurate in time, it does not require either iterations or predictor corrector methods to overcome the nonlinearity of the equations. Thus the computational effort required for the solution of the non-linear problem becomes similar to that required for the linear case. The method is applied to a two-dimensional 'extended Burgers equation'. Linear stability is studied, and some numerical solutions obtained. The improved accuracy obtained by the 2nd order truncation error is clearly manifested.