TENSOR PRODUCT GENERALIZED ADI METHODS FOR SEPARABLE ELLIPTIC PROBLEMS

We consider solving separable, second order, linear elliptic partial differential equations. If an elliptic problem is separable, then, for certain discretizations, the matrices involved in the corresponding discrete problem can be expressed in terms of tensor products of lower order matrices. We present a new Tensor Product Generalized Alternating Direction Implicit (TPGADI) iterative method for solving such discrete problems. We prove convergence and establish computational efficiency. The TPGADI method is applied to the Hermite bicubic collocation equations. We conclude that the TPGADI method is an effective tool for solving the discrete elliptic problems arising from a large class of elliptic problems.