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In [8], the author discusses an iterative scheme for a difference analogue for the elliptic differential equation ∇•α∇u = f on two-dimensional rectangular regions with Dirichlet boundary conditions. It is shown there that a semi-explicit technique involving the inversion only the Peaceman-Rachford [10] alternating-direction operators for the Laplacian gives convergence in O(h^(-2) log h^(-1)) operations.
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James E. Gunn (1965) studied this question.
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