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Title
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Stability of ADI schemes for multidimensional diffusion equations with mixed derivative terms
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Author
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Abstract
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| In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary and sufficient conditions on the parameter θ of each scheme are obtained that take into account the actual size of the mixed derivative coefficients. Our results generalize results obtained previously by Craig & Sneyd (1988) and In ʼt Hout & Welfert (2009). Numerical experiments are presented illustrating our main theorems. |
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Language
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English
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Source (journal)
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Applied numerical mathematics. - Amsterdam
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Publication
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Amsterdam
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2013
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ISSN
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0168-9274
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DOI
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10.1016/J.APNUM.2013.07.003
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Volume/pages
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74
(2013)
, p. 83-94
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ISI
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000328098200006
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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