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One-implicit-direction diffusion splitting
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)
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Analysis
Numerical analysis
Finite difference
Finite difference method
Dirichlet discrete Laplacian
Five-point Dirichlet Laplacian as a Kronecker sum
Created
2026-09-24
Updated
2026-09-24
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The split step
(
I
−
μ
A
y
)
u
n
+
1/2
=
u
n
,
u
n
+
1
=
(
I
+
μ
A
x
)
u
n
+
1/2
(1)
has amplification
matrix
C
=
(
I
+
μ
A
x
)
(
I
−
μ
A
y
)
−
1
.
(2)
On
a
common directional
eigenvector
its
eigenvalue
is
(
1
+
μ
λ
p
)
/
(
1
−
μ
λ
q
)
.
Table of contents
Stability limit of one-implicit-direction diffusion splitting
One-implicit-direction diffusion splitting
Unconditionally stable corrected directional diffusion splitting
One-implicit-direction diffusion splitting
Stability limit of one-implicit-direction diffusion splitting
0
0
0
One-implicit-direction diffusion splitting
On the
m
by
m
Dirichlet grid with
h
=
1/
(
m
+
1
)
, the exact
discrete
stability condition for
m
>
1
is
0
<
μ
≤
2
c
o
s
(
πh
)
1
.
(1)
The mesh-independent sufficient condition is
0
<
μ
≤
1/2
, and the exact bound tends to
1/2
as
h
→
0
.
Unconditionally stable corrected directional diffusion splitting
0
0
0
One-implicit-direction diffusion splitting
Adding the correction
u
n
+
1
=
u
n
+
1
+
μ
A
x
(
u
n
+
1
−
u
n
)
(1)
gives
D
=
(
I
−
μ
A
x
)
−
1
(
I
+
μ
2
A
x
A
y
)
(
I
−
μ
A
y
)
−
1
.
(2)
Its common-
basis
eigenvalues
are
d
pq
=
(
1
−
μ
λ
p
)
(
1
−
μ
λ
q
)
1
+
μ
2
λ
p
λ
q
.
(3)
Since
λ
p
,
λ
q
<
0
, one has
0
<
d
pq
≤
1
for every
μ
>
0
.
Ancestors
(9)
Five-point Dirichlet Laplacian as a Kronecker sum
Dirichlet discrete Laplacian
Finite difference method
Finite difference
Numerical analysis
Analysis
Area of mathematics
Mathematics
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