Chapter 6

Boundary-Value Problems 6.4 The Alternating Direction Implicit (ADI) Method

When the partial differential equation 2u = 0 is solved by the finite difference method, the resulting coefficient matrix is spare. The sparseness increases as the number of nodes increases. If there are 21 nodes, 81% of the coefficients are zeros; if there are 105 nodes, 96% are zeros. The system of equations for the one-dimensional case always has a tridiagonal coefficient matrix for which the efficient Thomas algorithm can be used. The ADI method can be applied for the two or three-dimensional system to get a tridiagonal coefficient matrix. We will use a two dimensional example of the Laplace equation 2u = 0 Using finite difference, the value at the node (i, j) for iteration (m+1) is given as
+ 1) ui(,m = j

1 (m) (m) (m) (m) [ ui , j + 1 + ui , j 1 + ui + 1, j + ui 1, j ] 4

(m) We now add and subtract ui , j from this equation to yield

+ 1) (m) ui(,m = ui , j + j

1 (m) (m) (m) (m) (m) [ ui , j + 1 + ui , j 1 + ui + 1, j + ui 1, j 4 ui , j ] 4

or equivalently
+ 1) (m) ui(,m ui , j = j

1 (m) (m) (m) (m) (m) (m) {[ ui , j + + ui 1 2 ui , j + ui , j 1 ] + [ ui + 1, j 2 ui , j 1, j ]} 4

Each iteration is considered to be a two-step procedure wherein the first step advances to the (m+
1 ) level and the second step to the (m+1) level. 2

First step:
+ 1/ 2 ) (m) ui(,m ui , j = j

1 ( m+ 1/ 2) ( m+ 1/ 2) ( m+ 1/ 2) (m) (m) {[ ui , j +1 2 ui , j + ui , j 1 ] + [ ui + + 1, j 2 ui , j 4

m) ui( 1, j ]}

Second step:
+ 1) ( m+ 1/ 2) ui(,m ui , j = j
m+ 1) ui( 1, j ]}

1 ( m+ 1/ 2) ( m+ 1/ 2) ( m+ 1/ 2) ( m+ 1) ( m+ 1) {[ ui , j +1 2 ui , j + ui , j 1 ] + [ ui +1, j 2 ui , j + 4

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The ADI method produces a tridiagonal set of equations at the (m+1/2) level. The equations can be solved along all rows of the grid, one row at a time. Once, all nodes have been elevated to the (m+1/2) level, a similar procedure for the column of nodes is applied. A two( m+ 1) step iteration is completed when the new values ui , j are calculated. Example 6.4-1 _____________________________________________________ Assuming two dimensional, steady-state conduction, determine the temperature of nodes 1, 2, 3, and 4 in the square shape subjected to the uniform temperature shown. 100 1 50 3 4 2 200 50 2 ,0 2 ,1 2 ,2 1 ,0 100 0 ,1 1 ,1

0 ,2 1 ,2 1 ,3 200 2 ,3

3 ,1 3 ,2 300 300 Figure 6.4-1 The nodes in a two dimensional, steady-state conduction. Solution The two-dimensional heat conduction equation for steady state, no heat generation, and k independent of temperature is given as
2 u 2 u + =0 y2 x 2

The ADI method will be applied to solve this problem

+ 1) (m) ui(,m ui , j = j

1 (m) (m) (m) (m) (m) (m) {[ ui , j + + ui 1 2 ui , j + ui , j 1 ] + [ ui + 1, j 2 ui , j 1, j ]} 4

(m) (m) (m) (m) Let u1,1 = 100, u1, 2 = 150, u2 ,1 = 150, and u2 , 2 = 250

First step calculation with row 1 and row 2:

+ 1/ 2 ) (m) ui(,m ui , j = j

1 ( m+ 1/ 2) ( m+ 1/ 2) ( m+ 1/ 2) (m) (m) {[ ui , j +1 2 ui , j + ui , j 1 ] + [ ui + + 1, j 2 ui , j 4

m) ui( 1, j ]}

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Node (1,1):

( m+ 1/ 2 ) u1 100 = ,1

1 ( m+ 1/ 2) ( m+ 1/ 2) {[ u1, 2 2 u1,1 + 50] + [100 2(100) + 150]} 4

( m+ 1/ 2)

1.5 u1,1 Node (1,2):

( m+ 1/ 2 )

0.25 u1, 2

= 125

( m+ 1/ 2 ) u1 150 = ,2

1 ( m+ 1/ 2) ( m+ 1/ 2 ) {[200 2 u1, 2 + u1,1 ] + [100 2(150) + 250]} 4

( m+ 1/ 2)

0.25 u1,1

( m+ 1/ 2 )

+ 1.5 u1, 2

= 212.5

The two nodes in row 1 are solved with the following results
( m+ 1/ 2 ) ( m+ 1/ 2) u1 = 110, and u1, 2 = 160 ,1

Node (2,1)

( m+ 1/ 2 ) u2 150 = ,1

1 ( m+ 1/ 2 ) ( m+ 1/ 2) {[ u2, 2 2 u2 ,1 + 50] + [100 2(150) + 300]} 4

( m+ 1/ 2)

1.5 u2,1 Node (2,2)

( m+ 1/ 2 )

0.25 u2 , 2

= 187.5

( m+ 1/ 2 ) u2 250 = ,2

1 ( m+ 1/ 2 ) ( m+ 1/ 2 ) {[200 u2, 2 + u2,1 ] + [150 2(250) + 300]} 4

( m+ 1/ 2 )

0.25 u2,1

( m+ 1/ 2 )

+ 1.5 u2, 2

= 287.5

The two nodes in row 2 are solved with the following results
( m+ 1/ 2 ) ( m+ 1/ 2) u2 = 161.43, and u2 , 2 = 218.57 ,1

Second step calculation with column 1 and column 2:

+ 1) ( m+ 1/ 2) ui(,m ui , j = j

1 ( m+ 1/ 2) ( m+ 1/ 2) ( m+ 1/ 2) ( m+ 1) ( m+ 1) {[ ui , j +1 2 ui , j + ui , j 1 ] + [ ui +1, j 2 ui , j + 4

m+ 1) ui( 1, j ]}

Node (1,1) 1.5 u1,1 Node (2,1) 300]}

( m+ 1) u1 110 = ,1

1 ( m+ 1) ( m+ 1) {[160 2(110)+ 50] + [100 2 u1,1 + u2 ,1 ]} 4

( m+ 1)

0.25 u2 ,1

( m+ 1)

= 132.5
1 ( m+ 1) ( m+ 1) {[218.57 2(161.43)+ 50] + [ u1,1 2 u2 ,1 + 4

( m+ 1) u2 161.43 = ,1

0.25 u1,1

( m+ 1)

+ 1.5 u2 ,1

( m+ 1)

= 222.86

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The two nodes in column 1 are solved with the following results
( m+ 1) ( m+ 1) u1 = 116.33, and u2 ,1 = 167.96 ,1

Node (1,2)

( m+ 1) u1 160 = ,2

1 ( m+ 1) ( m+ 1) {[200 2(160)+ 110] + [100 2 u1, 2 + u2 , 2 ]} 4

( m+ 1)

1.5 u1, 2 Node (2,2) 300]}

( m+ 1)

0.25 u2 , 2

= 182.5

( m+ 1) u2 218.57 = ,2

1 ( m+ 1) ( m+ 1) {[200 2(218.57)+ 161.43] + [ u1, 2 u2 , 2 + 4

0.25 u1, 2

( m+ 1)

+ 1.5 u2 , 2

( m+ 1)

= 274.64

The two nodes in column 2 are solved with the following results
( m+ 1) ( m+ 1) u1 = 156.53, and u2 , 2 = 209.18 ,2

Table 6.4-1 lists the temperatures before and after one ADI iteration.
(m) ( m+ 1) Table 6.4-1 ui , j (left side) and ui , j (right-side) 1 2 3 0 1 2 i\ j 0 100 100 100 100 1 100 150 200 50 116.33 156.53 2 150 250 200 50 167.96 209.18 3 300 300 300 300

i\ j
0 1 2 3

50 50

200 200

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