Interpolation preservation of AMF-W methods
for linear diffusion problems
Severiano González-Pinto, Ernst Hairer, and Domingo Hernández-Abreu,
Abstract. This article considers the numerical integration of
linear diffusion problems in high space dimension by
AMF-W methods. These are methods of the type ADI (alternating direction implicit).
We focus on the treatment of general Dirichlet boundary conditions.
New is the introduction of a property -- interpolation
preservation -- which permits to extend convergence results for
homogeneous boundary conditions to
general time-dependent boundary conditions.
Numerical experiments confirm the theoretical results.
Key Words. Parabolic partial differential
equations, AMF-W methods, interpolation preservation, PDE-convergence,
time-dependent Dirichlet boundary conditions.