A fast semi-implicit algorithm for problems of mixed type

Abstract

Certain physical processes are modeled by partial differential equations which are parabolic over part of the domain and elliptic over the remainder. A family of semi-implicit algorithms which are well suited to initial-boundary value problems of this mixed type is discussed. One important feature of these algorithms is the use of an approximate inverse for the solution of the implicit linear system. A strong error analysis results in an estimate of the total error as a function of approximate inverse error e and time step h.