A new ADI technique for two-dimensional parabolic equation with an integral condition☆

Abstract Nonclassical parabolic initial-boundary value problems arise in the study of several important physical phenomena. This paper presents a new approach to treat complicated boundary conditions appearing in the parabolic partial differential equations with nonclassical boundary conditions. A new fourth-order finite difference technique, based upon the Noye and Hayman (N-H) alternating direction implicit (ADI) scheme, is used as the basis to solve the two-dimensional time dependent diffusion equation with an integral condition replacing one boundary condition. This scheme uses less central processor time (CPU) than a second-order fully implicit scheme based on the classical backward time centered space (BTCS) method for two-dimensional diffusion. It also has a larger range of stability than a second-order fully explicit scheme based on the classical forward time centered space (FTCS) method. The basis of the analysis of the finite difference equations considered here is the modified equivalent partial differential equation approach, developed from the 1974 work of Warming and Hyeet. This allows direct and simple comparison of the errors associated with the equations as well as providing a means to develop more accurate finite difference methods. The results of numerical experiments for the new method are presented. The central processor times needed are also reported. Error estimates derived in the maximum norm are tabulated.

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