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Alternating-direction implicit method

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The alternating direction implicit (ADI) method is a finite difference method for solving differential equations. It is most notably used to solve the problem of heat conduction or solving the diffusion equation in 2 or more dimensions.

The traditional method for solving the heat conduction equation is the method of Crank-Nicolson. This method is implicit, but has an unaffordable stability criterion in 2 or more dimensions.

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