ADI-Spectral Collocation Methods for Two-Dimensional Parabolic Equations

Abstract

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.