1 | Take the basic implicit equation K DU = RHS |
2 |
and Split K = D + Lo + Up where
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3 | Note Lo and Up are of size Dt and so we can follow ADI trick and write |
4 |
K = (D + Lo) (I + D -1 Up)
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5 | and we get the two sweeps: |
6 | (D + Lo) DU1 = RHS |
7 | (I + D -1 Up) DU = DU1 |