A note on local refinement for direction splitting methods

In this note we propose a grid refinement procedure for direction splitting schemes for parabolic problems that can be easily extended to the incompressible Navier-Stokes equations. The procedure is developed to be used in conjunction with a direction splitting time discretization. Therefore, the structure of the resulting linear systems is tridiagonal for all internal unknowns, and only the Schur complement matrix for the unknowns at the interface of refinement has a four diagonal structure. Then the linear system in each direction can be solved either by a kind of domain decomposition iteration or by a direct solver, after an explicit computation of the Schur complement. The numerical results on a manufactured solution demonstrate that this grid refinement procedure does not alter the spatial accuracy of the finite difference approximation and seems to be unconditionally stable.