This second Note is dedicated to the discussion of the case of 3-rd type boundary conditions posed on the edges of the modeling region and will present an outline of the algorithm for the account of both the Dirichlet and 3-rd type boundary conditions on different edges.

Before passing to the discussion of that scheme, a few words should be said about another ADI scheme – namely 2D Peaceman – Rachford finite difference scheme. The correct account of the intermediate boundary conditions for both Dirichlet and 3-rd order types has been thoroughly discussed in [1]. One essential difference between the 3D Douglas – Rachford and 2D Peaceman – Rachford schemes is that in the latter scheme the spatial coordinates enter symmetrically, such that the second equation (in 2D Peaceman – Rachford) contains finite difference representations of both spatial derivatives. This fact leads to a cumbersome infer of relation between the values of the unknown function on different edges – for details see [1].

Surprisingly, although the Douglas – Rachford scheme is designed for a 3D spatial region, it is easier to treat the 3-rd order boundary conditions for it correctly due to the “non-symmetrical” entrance of the spatial coordinates in three equations – see Eq. (1) – (3):

_{} , (1)

Continue reading