Truncation error of the ADI method

In summary, the conversation discusses the truncation error of the general ADI method and whether it is of second order in time and space. It is suggested that the Douglas ADI has second order spatial truncation error and first order temporal error at the sample points. However, there is uncertainty about the temporal truncation error and it is suggested that it may be first order only in certain applications.
  • #1
hermano
41
0
Dear,

Can someone tell me with certainty if the truncation error of the general ADI method is of seconder order in time and space?
 
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  • #2
If memory serves me right, I think the Douglas ADI has second order spatial truncation error, but only first order temporal error at the sample points. I see in my old thesis that the temporal truncation apparently only can be considered second order at the midpoints between spatial sample points, but I'm not sure what sense that makes for a spatial multi-dimensional solution.

I know this is not "certainty" as you ask for, but you may want to consider that the temporal truncation error in your application of ADI could be first order only.
 

1. What is truncation error in the context of the ADI method?

Truncation error refers to the difference between the true solution of a partial differential equation (PDE) and the approximate solution obtained using numerical methods such as the alternating direction implicit (ADI) method. It is a result of the finite precision and discretization of the numerical calculations, and can be minimized by using smaller time and space steps.

2. How does the ADI method handle truncation error?

The ADI method is designed to minimize truncation error by solving the PDE in alternating directions, which allows for smaller time steps and reduces the error. Additionally, the method uses a second-order finite difference scheme, which further reduces truncation error compared to first-order schemes.

3. Can truncation error be completely eliminated in the ADI method?

No, truncation error cannot be completely eliminated in any numerical method, including the ADI method. However, it can be reduced to a very small value by using appropriate time and space steps and a higher-order finite difference scheme.

4. How does truncation error affect the accuracy of the ADI method?

Truncation error can significantly affect the accuracy of the ADI method if the time and space steps are not chosen carefully. In some cases, a larger truncation error can lead to unstable solutions or incorrect results. Therefore, it is important to consider the impact of truncation error when using the ADI method to solve PDEs.

5. Are there any other factors that can contribute to truncation error in the ADI method?

Yes, apart from the time and space steps, other factors such as the boundary conditions, the properties of the PDE, and the stability of the solution method can also affect the amount of truncation error in the ADI method. It is important to consider all of these factors when using the ADI method to ensure accurate results.

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