ADI-PE Steps:

Step (a): [un, un+1/2] It is a known Initial

 n + 12 
 um ,1   umn ,1 
 1 0 0 0 0  0   1   
 − r 1 + 2r 0   um ,22   rx ( um −1,2 + um +1,2 ) + (1 − 2rx ) um ,2 
n+ n n n

 y y − ry 0 0 
   
 0 −ry 1 + 2ry −ry 0  0       
 
     −ry   ×   =   
   
              
   
 0     1 + 2ry −ry   n + 12   rx ( umn −1, L + umn +1, L ) + (1 − 2rx ) umn , L 
um , L  
 0 0   0 0 1   1   
 u n
 n+ 2   m , L +1 
um , L +1 

First and Last Rows are fixed for boundary conditions (BC), Here it is the Dirichlet BC for rectangular
structures.
Step (b): [un+1/2, un+1]

It is a new Initial
field for the second
step

 n+
1

 u m ,1
2

  n+ 1 1
 1 
 1 0 0 0 0  0   u1,l  
n +1 n + n +
2 
 n +1   ry  u2,l + u2,l +1  + (1 − 2rx ) u2,l 
2 2
 − r 1 + 2r −rx 0 0  
0   u2,l 
 x x  
 
 0 −rx 1 + 2rx −rx 0  0       
     
     −rx   ×   = 
 
              
   n +1   1
 0     1 + 2rx −rx   uM ,l    n + 1 1

r  u 2 + uM ,l2+1  + (1 − 2ry ) uM ,l2 
n+ n+
 0
 0   0 0 1  uMn ++11,l   y  M ,l 

 
 n+
1

 uM +21,l 