Convergence in the maximum norm of ADI-type methods for parabolic problems

Abstract

Results on unconditional convergence in the maximum norm for ADI-type methods, such as the Douglas method, applied to the time integration of parabolic problems are quite difficult to get, mainly when the number of space dimensions m is greater than two. Such a result is obtained here under quite general conditions on a linear PDE problem in case that time-independent Dirichlet boundary conditions are imposed. To get these bounds, a theorem that guarantees, in some sense, power-boundeness of the stability function independently of both the space and time resolutions is proved.