Stability of BDF-ADI Discretizations

We present new results on absolute stability for BDF-ADI (Backward differentiation formula Alternating Direction Implicit) methods applied to a linear advection and diffusion equations. Unconditional absolute stability of the BDF2-ADI method is proven for advection and diffusion separately, as well as to the BDF3-ADI method for the purely-diffusive case. Conditional absolute stability of the BDF4-ADI is also proven for the purely-diffusive case, and stability regions for BDF3-ADI and BDF4- ADI are given in terms of the PDE coefficients and numerical parameters. Lastly, numerical experiments are presented to support the theoretical results and conjectures. These experiments also suggest future work.