A Tensor product generalized ADI method for the method of planes

We consider solving separable, second order, linear elliptic prtial differential equations in three independent variables. If the partial differential opertor separates into two terms, one depending on x and y, and one depending on z, then we use the method of planes to obtain a discrete problem, which we write in tensor product from as \documentclass{article}\pagestyle{empty}\begin{document}$$ \left({T_z \otimes B_{xy} + I \otimes A_{xy} } \right)C = F $$\end{document} We apply a new interative method, the tensor product generalized alternating direction implicit method, to solve the discrete problem. We study a specific implementation that uses Hermite bicubic collocation in the xy direction and symmetric finite differences in the z direction. We demostrate that this method is a fast and accurate way to solve the large linear systems arising from three‐dimensional elliptic problems.