关键词: P-R scheme, Douglas scheme, parabolic partial differential equation, variable coefficient, H¹ energy estimating method, stability and convergence

Abstract: Alternating direction implicit (A. D. I.) schemes have been proved valuable in the approximation of the solutions of parabolic partial differential equations in multi-dimensional space. Consider equations in the form ∂u/∂t-∂/∂x(a(x,y,t)∂u/∂x)-∂/∂y(b(x,y,t)∂u/∂y)=ƒ Two A. D. I. schemes, Peaceman-Rachford scheme and Douglas scheme will be studied. In the literature, stability and convergence have been analysed with FourierMethod, which cannot be extended beyond the model problem with constant coefficients. Additionally, L² energy method has been introduced to analyse the caseof non-constant coefficients, however, the conclusions are too weak and incomplete because Of the so-called "equivalence between L² norm and H¹ semi-norm". In this paper, we try to improve these conclusions by H¹ energy estimating method. The principal results ore that both of the two A. D. I. schemes are absolutely stable and converge to the exact solution with error estimations O(Δt²+h²) in discrete H¹norm. This implies essential improvement of existing conclusions.

Key words: P-R scheme, Douglas scheme, parabolic partial differential equation, variable coefficient, H¹ energy estimating method, stability and convergence