Question: Show that the ADI scheme for two-dimensional heat equation can be obtained from the Crank-Nicolson scheme ( 9.35 ) by approximate factorization and that the

Show that the ADI scheme for two-dimensional heat equation can be obtained from the Crank-Nicolson scheme ( 9.35 ) by approximate factorization and that the factorization error is $O\left((\Delta t)^{3}\right)$.

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