Recently an iterative method was formulated employing a new splitting strategy for the
solution of tridiagonal systems of difference equations. The method was successful in solving the systems of equations arising from one dimensional initial boundary value problems,
and a theoretical analysis for proving the convergence of the method for systems whose
constituent matrices are positive definite was presented by Evans and Sahimi . The
method was known as the Alternating Group Explicit (AGE) method and is referred to
as AGE-1D. The explicit nature of the method meant that its implementation on parallel
machines can be very promising.
The method was also extended to solve systems arising from two and three dimensional
initial-boundary value problems, but the AGE-2D and AGE-3D algorithms proved to be
too demanding in computational cost which largely reduces the advantages of its parallel
In this thesis, further theoretical analyses and experimental studies are pursued to establish
the convergence and suitability of the AGE-1D method to a wider class of systems arising
from univariate and multivariate differential equations with symmetric and non symmetric
difference operators. Also the possibility of a Chebyshev acceleration of the AGE-1D
algorithm is considered.
For two and three dimensional problems it is proposed to couple the use of the AGE-1D
algorithm with an ADI scheme or an ADI iterative method in what is called the Explicit
Alternating Direction (EAD) method. It is then shown through experimental results that
the EAD method retains the parallel features of the AGE method and moreover leads to
savings of up to 83 % in the computational cost for solving some of the model problems.
The thesis also includes applications of the AGE-1D algorithm and the EAD method to
solve some problems of fluid dynamics such as the linearized Shallow Water equations,
and the Navier Stokes' equations for the flow in an idealized one dimensional Planetary
The thesis terminates with conclusions and suggestions for further work together with a
comprehensive bibliography and an appendix containing some selected programs.
A Doctoral Thesis. Submitted in partial fulfillment of the requirements for the award of Doctor of Philosophy of Loughborough University.