Intermediate boundary conditions for LOD, ADI and approximate factorization methods

Abstract

A general approach to determining the correct intermediate boundary conditions for dimensional splitting methods is presented. The intermediate solution U is viewed as a second order accurate approximation to a modified equation. Deriving the modified equation and using the relationship between this equation and the original equation allows us to determine the correct boundary conditions for U*. This technique is illustrated by applying it to locally one dimensional (LOD) and alternating direction implicit (ADI) methods for the heat equation in two and three space dimensions. The approximate factorization method is considered in slightly more generality.