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A fast method for choosing the optimum extrapolation parameter for an e.a.d.i. scheme
Abstract:This paper describes a fast method for choosing the optimum extrapolation parameter ω in an Extrapolated Alternating Direction Implicit (E.A.D.I.) Scheme, for the numerical solution of elliptic partial differential equations. An analysis is presented to show that in the case that the acceleration parameter r is varied, a set of values for the extrapolation parameter ω could be defined. The optimum value of ω is easily obtained from this set. A numerical example demonstrates the applicability of the proposed method.
Keywords:E  A  D  I  methods
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